Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (Q1929441)
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scientific article; zbMATH DE number 6123437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models |
scientific article; zbMATH DE number 6123437 |
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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (English)
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8 January 2013
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Kalman filter
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truncated normal
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probit model
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macroeconometric models
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