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Modelling \& controlling monetary and economic identities with constrained state space models - MaRDI portal

Modelling \& controlling monetary and economic identities with constrained state space models

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Publication:6574255

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DOI10.1111/j.1751-5823.2007.00012.xMaRDI QIDQ6574255

Gurupdesh S. Pandher

Publication date: 18 July 2024

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

constrained Kalman filter economic identities structural state space models

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx)

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