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

DOI10.1111/J.1751-5823.2007.00012.XMaRDI QIDQ6574255FDOQ6574255

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

• Time series: theory and methods.
• The diffuse Kalman filter
• Title not available (Why is that?)
• Applying linear time-varying constraints to econometric models: With an application to demand systems
• Benchmarking by State Space Models

Cited In (1)

• Constrained Kalman filtering: additional results

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