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Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters
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  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 2015Martingale unobserved component models28 cited
  • 2012More is not always better : back to the Kalman filter in dynamic factor models17 cited
  • 2007Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework12 cited

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