Chen, Baoline; Zadrozny, Peter A. - 2009
, 2009
JEL Classification: C50, C81, D24, L60
Key words: Kalman filter estimation of unobserved variables … estimated model, the data, and the Kalman filter to estimate
capital and technology. Chen and Zadrozny (2005) applied the … as a normal product of the
Kalman filter, which quantify uncertainty about capital and technology due to
model …