A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression
Johan Knif
| Year of publication: |
1984
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|---|---|
| Authors: | Knif, Johan |
| Published in: |
Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 864095-6. - 1984, p. 1-16
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| Subject: | Ökonometrik Schätzung |
| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002230217