Interpolation and backdating with a large information set
type: Item
instance of: scholarly article
title: Interpolation and backdating with a large information set
zbMATH Open document ID: 1162.62445
author: Elena Angelini
author: Jérôme Henry
author: Massimiliano Marcellino
publication date: 2008-12-12T00:00:00Z
full work available at URL: ecbwp252.pdf
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62-07
zbMATH DE Number: 5382191
zbMATH Keywords: interpolation
zbMATH Keywords: factor model
zbMATH Keywords: Kalman filter
zbMATH Keywords: spline
MaRDI profile type: Publication
OpenAlex ID: W3121183024
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cites work: Q3486699
DOI: 10.1016/J.JEDC.2005.07.010
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5382191