Kalman filter approach to solution of rational expectations models (Q2366664)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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