Applications of Kalman filter models in econometrics
Mark Wayne Watson
| Year of publication: |
1980
|
|---|---|
| Authors: | Watson, Mark W. |
| Subject: | Statistik Zeitreihe | Ökonometrik | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Schätztheorie | Estimation theory | Zustandsraummodell | State space model |
| Extent: | XIV, 141 S |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Thesis: | San Diego, University of California, Diss. 1980 |
| Notes: | Bibliogr. S. 140-141 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002973330