The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation
Year of publication: |
2005-11-11
|
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Authors: | McCulloch, J. Huston |
Institutions: | Society for Computational Economics - SCE |
Subject: | Kalman Filter | Adaptive Learning | Adaptive Least Squares | Time Varying Parameter Model | Natural Unemployment Rate | Inflation Forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Computing in Economics and Finance 2005 Number 239 |
Classification: | C22 - Time-Series Models ; E37 - Forecasting and Simulation ; E31 - Price Level; Inflation; Deflation |
Source: |
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