On rationalizing expectations using rank-one updates of the Kalman filter
B. Rustem ; K. Velupillai
| Year of publication: |
1986
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|---|---|
| Authors: | Rustem, Berç |
| Other Persons: | Velupillai, Kumaraswamy (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 10.1986, 1, p. 119-124
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| Subject: | Rationale Erwartung | Rational expectations | Zeitreihenanalyse | Time series analysis |
| Series: | |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001027236