Modelling changing lag patterns in Dutch construction

DOI10.1016/0165-1889(94)90020-5zbMath0875.90196OpenAlexW2109265733MaRDI QIDQ5894582

Arnold H. Q. M. Merkies, Ivo J. Steyn

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://research.vu.nl/en/publications/0d722a18-c498-40a3-9614-8fd0eadef89d

zbMATH Keywords

State-space modelAlmon lag patternRPE hyper filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

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