On the stability of recursive least squares in the Gauss-Markov model
Year of publication: |
2004-09-06
|
---|---|
Authors: | Salies, Evens |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Recursive Least Squares | Gauss-Markov model |
-
On the stability of recursive least squares in the Gauss-Markov model
SALIES, Evens, (2004)
-
Gencay, Ramazan, (2007)
-
Gencay, Ramazan, (2007)
- More ...
-
Salies, Evens, (2012)
-
Inaccurate approximation in the modelling of hyperinflations
Moffatt, Peter G., (2006)
-
Product innovation when consumers have switching costs
Salies, Evens, (2010)
- More ...