Recursive estimation in econometrics
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Publication:956735
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Cites work
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- Testing for functional misspecification in regression analysis
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- Time series analysis by state space methods
- Trend estimation and de-trending via rational square-wave filters
- Variable forgetting factors in parameter estimation
Cited in
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- Convergence of Discount Time Series Dynamic Linear Models
- Recursive estimation and time-series analysis. An introduction
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- Linear dynamic harmonic regression
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- On the concept of matrix derivative
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