Pages that link to "Item:Q3777293"
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The following pages link to Analytical uses of Kalman filtering in econometrics — A survey (Q3777293):
Displaying 12 items.
- Recursive estimation in econometrics (Q956735) (← links)
- Block Kalman filtering for large-scale DSGE models (Q1038766) (← links)
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452) (← links)
- On use of the Kalman filter for spatial smoothing (Q1260696) (← links)
- Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (Q1929441) (← links)
- (Q4883583) (← links)
- UD-Based Pairwise and MIMO Kalman-Like Filtering for Estimation of Econometric Model Structures (Q5853868) (← links)
- A Kalman filter model for single and two-stage repeated surveys (Q5903704) (← links)
- Kalman recursions aggregated online (Q6549166) (← links)
- Testing omitted variables in VARs (Q6581315) (← links)
- Kalman filtering and sequential Bayesian analysis (Q6602208) (← links)
- Hidden AR process and adaptive Kalman filter (Q6664137) (← links)