AMRA Model and Kalman Filter (01)
Autocorrelation We often need to characterize time series autocorrelation, , which is defined as When the sequence is weakly stationary, … Continue Reading AMRA Model and Kalman Filter (01)
Tag: Econometrics
Autocorrelation We often need to characterize time series autocorrelation, , which is defined as When the sequence is weakly stationary, … Continue Reading AMRA Model and Kalman Filter (01)