Kalman filter approach to solution of rational expectations models (Q2366664)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Kalman filter approach to solution of rational expectations models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman filter approach to solution of rational expectations models |
scientific article |
Statements
Kalman filter approach to solution of rational expectations models (English)
0 references
1 September 1993
0 references
forward looking dynamical models
0 references
economical systems
0 references
Kalman filtering
0 references
asymptotically stationary process
0 references
finite steady-state covariance
0 references
