Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854)
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scientific article; zbMATH DE number 6993289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets |
scientific article; zbMATH DE number 6993289 |
Statements
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (English)
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13 December 2018
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forecasting
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diffusion index
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mixed frequency
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recursive estimation
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Kalman filter
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