State Space Modeling for Practitioners

Diego Pedregal

Foresight: The International Journal of Applied Forecasting, 2019, issue 54, 21-25

Abstract: State Space methods have been around among economists for some time, though often concealed under a veil of formality that has prevented their use for practitioners. This article offers a more gentle, nontechnical introduction to State Space while going deeply enough to enable use of the SS framework in practice.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
https://foresight.forecasters.org/shop/

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:for:ijafaa:y:2019:i:54:p:21-25

Access Statistics for this article

More articles in Foresight: The International Journal of Applied Forecasting from International Institute of Forecasters Contact information at EDIRC.
Bibliographic data for series maintained by Michael Gilliland ().