A STANDARD ERROR FOR THE ESTIMATED STATE-VECTOR OF A STATE-SPACE MODEL

被引：71

作者：

HAMILTON, JD

机构：

来源：

JOURNAL OF ECONOMETRICS | 1986年 / 33卷 / 03期

关键词：

D O I：

10.1016/0304-4076(86)90004-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：387 / 397

页数：11

共 23 条

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