Applying linear time-varying constraints to econometric models: With an application to demand systems (Q1362058)
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scientific article; zbMATH DE number 1042461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applying linear time-varying constraints to econometric models: With an application to demand systems |
scientific article; zbMATH DE number 1042461 |
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Applying linear time-varying constraints to econometric models: With an application to demand systems (English)
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3 August 1997
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numerical optimisation routines
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linear equality constraints
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restricted least squares
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linear time-varying constraints
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estimation of econometric models
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state-space model
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Kalman filter
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demand analysis
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