Title of article :
Improved estimates of the parameters of state space time series models
Author/Authors :
Arthur Havenner، نويسنده , , Zhiqiang Leng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Keywords :
Time series , Dynamicfactor estimation , Latent variable estimation , State space estimation
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control