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;
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;