Predicting missing observations in unbalanced panels: A Kalman filtering-smoothing approach


Autoria(s): Rambaldi, Alicia N.; Hill, R. Carter; Doran, Howard E.
Contribuinte(s)

S. Hurn

A. Layton

Data(s)

01/01/2002

Identificador

http://espace.library.uq.edu.au/view/UQ:96946

Idioma(s)

eng

Publicador

Queensland University of Technology

Palavras-Chave #unbalanced panels #Kalman filter #extrapolation #housing prices #EX #149999 Economics not elsewhere classified #140304 Panel Data Analysis
Tipo

Conference Paper