scientific article; zbMATH DE number 895695

zbMATH Open0856.93093MaRDI QIDQ4883583FDOQ4883583

Authors: Henryk Gurgul, Stefan Schleicher 

Publication date: 25 February 1997

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

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zbMATH Keywords

econometricsestimationKalman filteringrecursive formulas

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (5)

• Analytical uses of Kalman filtering in econometrics — A survey
• Recursive estimation in econometrics
• Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
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• UD-Based Pairwise and MIMO Kalman-Like Filtering for Estimation of Econometric Model Structures

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