Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (Q1929441)

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scientific article; zbMATH DE number 6123437
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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
scientific article; zbMATH DE number 6123437

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    Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (English)
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    8 January 2013
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    Kalman filter
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    truncated normal
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    probit model
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    macroeconometric models
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