Reconstructing the Quarterly Series of the Chilean Gross Domestic Product Using a State Space Approach
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DOI: 10.3390/math11081827
Abstract: In this work, we use a cointegration state space approach to estimate the quarterly series of the Chilean Gross Domestic Product (GDP) in the period 1965–2009. First, the equation of Engle–Granger is estimated using the… read more here.
Keywords: series; state space; space approach; quarterly series ... See more keywords