Estimation of vector error correction models with mixed-frequency data (Q2852491)
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scientific article; zbMATH DE number 6214215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of vector error correction models with mixed-frequency data |
scientific article; zbMATH DE number 6214215 |
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Estimation of vector error correction models with mixed-frequency data (English)
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9 October 2013
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missing data
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cointegration
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state-space model
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Kalman filter
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expectation maximization algorithm
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smoothing
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