Recursive estimation for economic research: the multiple equations Case

DOI10.1080/00207728908910156zbMath0669.90024OpenAlexW2040123209MaRDI QIDQ3823379

Artemis Papakyriazis

Publication date: 1989

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728908910156

zbMATH Keywords

controladaptive learningforecastingsimultaneous equation modelsRecursive estimatorsmultiple equationstime-varying economic systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

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Cites Work

• Estimation of noise covariance matrices for a linear time-varying stochastic process
• Stochastic processes and filtering theory
• LINEAR REGRESSION APPLIED TO SYSTEM IDENTIFICATION FOR ADAPTIVE CONTROL SYSTEMS
• Unnamed Item

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