Temporal disaggregation by state space methods: Dynamic regression methods revisited

Proietti,Tommaso

Temporal disaggregation by state space methods: Dynamic regression methods revisited J5711 2006 - 2006 - 357-372 V. 09 Issue. 3


Econometrics

Autoregreaaive distributed lag models;Kalam filter and smoother;Marginal likelihood;

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