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State Space Modeling for Practitioners

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  • Diego Pedregal

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.

Suggested Citation

  • Diego Pedregal, 2019. "State Space Modeling for Practitioners," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 54, pages 21-25, Summer.
    • Handle: RePEc:for:ijafaa:y:2019:i:54:p:21-25
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