Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (Q429620)
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scientific article; zbMATH DE number 6048216
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| English | Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters |
scientific article; zbMATH DE number 6048216 |
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Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters (English)
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20 June 2012
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NAIRU
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output gap
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parameter uncertainty
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prediction intervals
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state space models
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0.8710936903953552
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0.8606556057929993
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0.8027361035346985
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0.7896310091018677
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