Temporal disaggregation using multivariate structural time series models

Moauro, Filippo and Savio, Giovanni

Temporal disaggregation using multivariate structural time series models J5710 2005 - 2005 - 214-234 V. 08 Issue. 2


Econometrics

Temporal disaggregation;Multivariate structural time series models;Common structural components;Kalman filter;

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