On rationalizing expectations using rank-one updates of the Kalman filter
| Year of publication: |
1986
|
|---|---|
| Authors: | Rustem, B. ; Velupillai, K. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 10.1986, 1-2, p. 119-124
|
| Publisher: |
Elsevier |