Models with Time-Varying Parameters II with GAM: Dynamical Systems Analysis 11/16/21

From Sy-Miin Chow November 16th, 2021

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In this portion of the lecture, we compare the state-space approach to fitting discrete-time dynamic models with TVPs to a generalized additive modeling approach via the R package, mgcv.

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Models with Time-Varying Parameters II with GAM: Dynamical Systems Analysis 11/16/21

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