Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation
| Year of publication: |
1982
|
|---|---|
| Authors: | Burmeister, Edwin ; Wall, Kent D. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 20.1982, 2, p. 255-284
|
| Publisher: |
Elsevier |