Applying linear time-varying constraints to econometric models: With an application to demand systems (Q1362058): Difference between revisions

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Revision as of 03:05, 5 March 2024

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Applying linear time-varying constraints to econometric models: With an application to demand systems
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    Applying linear time-varying constraints to econometric models: With an application to demand systems (English)
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    3 August 1997
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    numerical optimisation routines
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    linear equality constraints
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    restricted least squares
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    linear time-varying constraints
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    estimation of econometric models
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    state-space model
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    Kalman filter
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    demand analysis
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