Estimation of the State Space Models: An Application in Macroeconomic Series of Ecuador

Conference Object

Abstract: This paper develops a framework for the analysis of state-space models combined with Kalman and smoo

Palabras claves:

ARIMA model, Dynamic system, Gross domestic product, Kalman filter, State space model

Autores:

Henry Bautista Vega, Isidro Rafael Amaro, Saba Rafael Infante

Fuentes:

scopus