Kalman type filter for models with stochastic regressors and applications to econometric models (Q3937257)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman type filter for models with stochastic regressors and applications to econometric models |
scientific article |
Statements
Kalman type filter for models with stochastic regressors and applications to econometric models (English)
0 references
1981
0 references
Kalman filter
0 references
stochastic regressors
0 references
econometric models
0 references
lagged observations
0 references
stochastic exogenous variables
0 references
characteristic functions
0 references
