Predicting incomplete observations in unbalanced panels: a Kalman filtering\,-\,smoothing ap\-proach

zbMATH Open1082.62110MaRDI QIDQ3375673FDOQ3375673

Howard E. Doran, Alicia N. Rambaldi, R. Carter Hill

Publication date: 16 March 2006

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Cited In (1)

• Online prediction of Berlin single-family house prices

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