Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
type: Item
instance of: scholarly article
title: Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
zbMATH Open document ID: 1254.91653
author: Michael J. Dueker
published in: Economics Letters
publication date: 2013-01-08T00:00:00Z
full work available at URL: 2005-057.pdf
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 6123437
zbMATH Keywords: Kalman filter
zbMATH Keywords: truncated normal
zbMATH Keywords: probit model
zbMATH Keywords: macroeconometric models
MaRDI profile type: Publication
OpenAlex ID: W3126070745
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DOI: 10.1016/J.ECONLET.2006.03.040
description: scientific article; zbMATH DE number 6123437