Estimation of vector error correction models with mixed-frequency data (Q2852491)
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scientific article; zbMATH DE number 6214215
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| default for all languages | No label defined |
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| English | Estimation of vector error correction models with mixed-frequency data |
scientific article; zbMATH DE number 6214215 |
Statements
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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0.8683064579963684
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0.7992714047431946
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0.7941511869430542
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0.7881597876548767
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0.7733256816864014
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