Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854)
From MaRDI portal
scientific article; zbMATH DE number 6993289
Language | Label | Description | Also known as |
---|---|---|---|
English | Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets |
scientific article; zbMATH DE number 6993289 |
Statements
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (English)
0 references
13 December 2018
0 references
forecasting
0 references
diffusion index
0 references
mixed frequency
0 references
recursive estimation
0 references
Kalman filter
0 references
0 references
0 references
0 references
0 references