Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP
Baoline Chen and
Peter A. Zadrozny
No 128, Computing in Economics and Finance 2002 from Society for Computational Economics
Keywords: unobserved components model; Kalman filter estimates of unobserved variables (search for similar items in EconPapers)
JEL-codes: C51 C82 O47 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:128
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