Jonas Striaukas
自 2014 起处于活动状态
Followers: 0 Following: 0
Professional Interests: Macro econometrics
Feeds
已回答
Nelson siegel model estimed by Kalman Filter
I have a code, but for me it does not converge when I have Q_t (3x3 measurement error matrix) positive definite and it does if I...
Nelson siegel model estimed by Kalman Filter
I have a code, but for me it does not converge when I have Q_t (3x3 measurement error matrix) positive definite and it does if I...
10 years 前 | 0