A Kalman filter approach to the theory of expectations
Ben Zehnwirth ; D. E. A. Giles
| Year of publication: |
1985
|
|---|---|
| Authors: | Zehnwirth, Benjamin ; Giles, David E. A. |
| Publisher: |
North Ryde |
| Subject: | Erwartung | Statistik | Wahrscheinlichkeit | Zustandsraummodell | State space model | Theorie | Theory | Erwartungsbildung | Expectation formation | Rationale Erwartung | Rational expectations |
| Extent: | 11 S 4° |
|---|---|
| Series: | Research paper / Macquarie University, School of Economic and Financial Studies. - [North Ryde], ZDB-ID 2240186-6. - Vol. Nr. 301 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Umschlagt. |
| ISBN: | 0-85837-568-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003652426