Kalman type filter for models with stochastic regressors and applications to econometric models (Q3937257)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman type filter for models with stochastic regressors and applications to econometric models |
scientific article |
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Kalman type filter for models with stochastic regressors and applications to econometric models (English)
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1981
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Kalman filter
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stochastic regressors
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econometric models
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lagged observations
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stochastic exogenous variables
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characteristic functions
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