Four econometric fashions and the Kalman filter alternative: A simulation study

Eduard Bomhoff

No 1992-27, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Kalman Filter; Time Series (search for similar items in EconPapers)
Date: 1992
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Working Paper: Four Econometric Fashions and the Kalman Filter Alternative - A Simulation Study (1992)
Working Paper: Four econometric fashions and the Kalman filter alternative: A simulation study (1992)
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