Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
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DOI: 10.1007/s10182-011-0172-3
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- Harry Haupt & Cheng Hsiao, 2011. "Introduction to the special issue: interdisciplinary aspects of panel data analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 325-327, December.
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Keywords
Continuous-discrete state space models; Stochastic differential equations; Itô calculus; Sampling; Kalman filtering; Approximate nonlinear filtering; Structural equations modeling; Spatial models; Random fields; Stochastic partial differential equations;All these keywords.
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