scientific article; zbMATH DE number 3873033

zbMATH Open0547.90023MaRDI QIDQ3339629FDOQ3339629

Authors: Gorti V. L. Narasimham 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filternonstationary stochastic processesshort term econometric predictor

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Economic growth models (91B62) Estimation and detection in stochastic control theory (93E10)

Cited In (12)

• Title not available (Why is that?)
• Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
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• Title not available (Why is that?)
• Efficient estimation with time-varying information and the New Keynesian Phillips curve
• Title not available (Why is that?)
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• Common time variation of parameters in reduced-form macroeconomic models
• Optimal error predictors for economic models
• The Kalman Filter Approach for Time-varying ß Estimation
• Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models
• Empirical modeling in dynamic econometrics

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