Kalman filter approach to solution of rational expectations models (Q2366664)

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Kalman filter approach to solution of rational expectations models
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    Kalman filter approach to solution of rational expectations models (English)
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    1 September 1993
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    forward looking dynamical models
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    economical systems
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    Kalman filtering
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    asymptotically stationary process
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    finite steady-state covariance
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