Modeling economic time series by forward and backward state space innovation models and IV estimators (Q1330532)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling economic time series by forward and backward state space innovation models and IV estimators |
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Statements
Modeling economic time series by forward and backward state space innovation models and IV estimators (English)
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20 April 1995
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output statistics
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covariance filter
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backward innovation
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weakly stationary stochastic process
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rational spectra
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IV estimators
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