Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
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- Dueker, Michael, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Economics Letters, Elsevier, vol. 93(1), pages 58-62, October.
References listed on IDEAS
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"Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions,"
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- Ali Genç, 2013. "Moments of truncated normal/independent distributions," Statistical Papers, Springer, vol. 54(3), pages 741-764, August.
More about this item
KeywordsMacroeconomics - Econometric models;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-04 (All new papers)
- NEP-DCM-2005-10-04 (Discrete Choice Models)
- NEP-DGE-2005-10-04 (Dynamic General Equilibrium)
- NEP-ECM-2005-10-04 (Econometrics)
- NEP-ETS-2005-10-04 (Econometric Time Series)
- NEP-MAC-2005-10-04 (Macroeconomics)
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