Applications of the Kalman filter in econometrics

• 2 December 2008
• book chapter
• Published by Cambridge University Press (CUP)
• p. 285-312
• https://doi.org/10.1017/ccol0521344301.008

Abstract

Keywords

• KALMAN FILTER
• ADVANCES IN ECONOMETRICS
• NOVEMBER
• APPLICATIONS
• FILTER IN ECONOMETRICS ADVANCES