Applying linear time-varying constraints to econometric models : an application of the Kalman filter
Howard E. Doran ; Alicia N. Rambaldi
| Year of publication: |
1995
|
|---|---|
| Authors: | Doran, Howard E. ; Rambaldi, Alicia N. |
| Institutions: | University of New England / Department of Econometrics (contributor) |
| Publisher: |
[Armidale, NSW] : Univ. of New England, Dep. of Econometrics |
| Subject: | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Australien | Australia | Makroökonometrie | Macroeconometrics |
| Extent: | 26 S. : graph. Darst |
|---|---|
| Series: | Working papers in econometrics and applied statistics. - Armidale, New South Wales, ISSN 0157-0188, ZDB-ID 1417470-4. - Vol. 83 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 1-86389-291-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000923028