The Kalman Filter Approach for Time-varying ß Estimation

DOI10.1080/0232929031000150373zbMath1057.91053OpenAlexW2000466262MaRDI QIDQ4658599

Annamaria Nardecchia, Massimo Gastaldi

Publication date: 18 March 2005

Published in: Systems Analysis Modelling Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0232929031000150373

zbMATH Keywords

market indexKalmanfiltertime-varying \(\beta\)

Mathematics Subject Classification ID

Economic growth models (91B62)

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