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A Monte Carlo Approach to Nonnormal and Nonlinear State-Space Modeling

✍ Scribed by Carlin, Bradley P.; Polson, Nicholas G.; Stoffer, David S.


Book ID
120224050
Publisher
American Statistical Association
Year
1992
Tongue
English
Weight
847 KB
Volume
87
Category
Article
ISSN
0162-1459

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## Abstract This paper assesses a new technique for producing high‐frequency data from lower frequency measurements subject to the full set of identities within the data all holding. The technique is assessed through a set of Monte Carlo experiments. The example used here is gross domestic product