A Note on Kalman Filter Approach To Solution of Rational Expectations Models
Year of publication: |
2010
|
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Authors: | Sorge, Marco M. |
Publisher: |
Bonn : University of Bonn, Bonn Graduate School of Economics (BGSE) |
Subject: | Nichtlineare dynamische Systeme | Rationale Erwartung | Zustandsraummodell | Theorie | Nonlinear dynamic systems | Rational Expectations | Extended Kalman Filter |
Series: | Bonn Econ Discussion Papers ; 04/2010 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 623316242 [GVK] hdl:10419/38798 [Handle] RePEc:zbw:bonedp:042010 [RePEc] |
Classification: | C5 - Econometric Modeling ; C6 - Mathematical Methods and Programming |
Source: |
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