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

MaRDI QIDQ3375673zbMATH OpenFDO

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

Publication date 16 March 2006

Mathematics Subject Classification ID

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

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• Online prediction of Berlin single-family house prices

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