首页   按字顺浏览 期刊浏览 卷期浏览 Application of filtering methods in econometrics
Application of filtering methods in econometrics

 

作者: ALEXIS LAZARIDIS,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1980）
卷期: Volume 11, issue 11  

页码: 1315-1325

 

ISSN:0020-7721

 

年代: 1980

 

DOI:10.1080/00207728008967089

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The main objective of this paper is to demonstrate the application of filtering techniques in econometric models for the purpose of obtaining bayesian estimates of the reduced form coefficients and their covariance matrix.

 

点击下载:  PDF (444KB)



返 回