Modelling structural change using the Kalman Filter
- 1 February 1993
- journal article
- research article
- Published by Springer Nature in Economic Change and Restructuring
- Vol. 26 (1) , 1-13
- https://doi.org/10.1007/bf01265660
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Applications of the Kalman filter in econometricsPublished by Cambridge University Press (CUP) ,2008
- Evaluation of likelihood functions for Gaussian signalsIEEE Transactions on Information Theory, 1965