Applying linear time-varying constraints to econometric models: With an application to demand systems (Q1362058): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:05, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Applying linear time-varying constraints to econometric models: With an application to demand systems |
scientific article |
Statements
Applying linear time-varying constraints to econometric models: With an application to demand systems (English)
0 references
3 August 1997
0 references
numerical optimisation routines
0 references
linear equality constraints
0 references
restricted least squares
0 references
linear time-varying constraints
0 references
estimation of econometric models
0 references
state-space model
0 references
Kalman filter
0 references
demand analysis
0 references