Modelling \& controlling monetary and economic identities with constrained state space models

DOI10.1111/J.1751-5823.2007.00012.XMaRDI QIDQ6574255zbMATH OpenFDO

Authors Gurupdesh S. Pandher

Publication date 18 July 2024

Published in International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

constrained Kalman filtereconomic identitiesstructural state space models

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Stochastic processes (60Gxx) Inference from stochastic processes (62Mxx)

Cites work

• scientific article; zbMATH DE number 3545060 (Why is no real title available?)
• Applying linear time-varying constraints to econometric models: With an application to demand systems
• Benchmarking by State Space Models
• The diffuse Kalman filter
• Time series: theory and methods.

Cited in

(1)

• Constrained Kalman filtering: additional results

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