Recursive estimation for economic research: the multiple equations Case

DOI10.1080/00207728908910156MaRDI QIDQ3823379zbMATH OpenOpenAlexFDO

Authors Artemis Papakyriazis

Publication date 1989

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728908910156

zbMATH Keywords

adaptive learningcontrolforecastingmultiple equationsRecursive estimatorssimultaneous equation modelstime-varying economic systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cites work

• Estimation of noise covariance matrices for a linear time-varying stochastic process
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• LINEAR REGRESSION APPLIED TO SYSTEM IDENTIFICATION FOR ADAPTIVE CONTROL SYSTEMS
• Stochastic processes and filtering theory

Cited in

(7)

• scientific article; zbMATH DE number 3982381 (Why is no real title available?)
• Parameter estimation of macroeconomic systems under rational expectations
• Adaptive prediction: a sequential approach to forecasting and estimation of nonstationary environmental systems
• Optimal environmental policy under imperfect information
• A new recursive estimation method for single input single output models
• Recursive estimation and testing of dynamic models
• Recursive estimation in econometrics

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