Kent D. Wall

Available identifiers

Publication	Date of Publication	Type
Two estimators for the APT model when factors are measured	2013-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q3498088	2008-05-28	Paper
A State space approach to bootstrapping conditional forecasts in arma models	2007-05-29	Paper
Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter	1993-04-01	Paper
IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS	1987-01-01	Paper
Asymptotic distribution theory for the kalman filter state estimator	1984-01-01	Paper
Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3908739	1980-01-01	Paper
Dual adaptive control and uncertainty effects in macroeconomic systems optimization	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3901422	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4199417	1979-01-01	Paper
A New Nonparametric Approach to the Comparison ofK Independent Samples of Response Curves	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4152297	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4178376	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4102611	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5669871	1971-01-01	Paper

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