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

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scientific article; zbMATH DE number 1042461
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    Applying linear time-varying constraints to econometric models: With an application to demand systems
    scientific article; zbMATH DE number 1042461

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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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