Improved Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach

Fraser, Iain M and Kim, Jae H and Hyndman, Rob (2007) Improved Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach. Working paper. Kent Business School, Canterbury (Unpublished) (KAR id:5541)

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Official URL: http://www.kent.ac.uk/kbs/pdf/Kim-Fraser-and-Hyndm...

Item Type:	Monograph (Working paper)
Additional information:	working paper no. 152
Subjects:	H Social Sciences > HB Economic Theory
Divisions:	Divisions > Kent Business School - Division > Kent Business School (do not use) Divisions > Division of Human and Social Sciences > School of Economics
Depositing User:	Iain Fraser
Date Deposited:	25 Jul 2008 09:22 UTC
Last Modified:	16 Nov 2021 09:43 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/5541 (The current URI for this page, for reference purposes)
Fraser, Iain M:	https://orcid.org/0000-0002-4689-6020