Recursive estimation in econometrics
type: Item
instance of: scholarly article
title: Recursive estimation in econometrics
zbMATH Open document ID: 1429.62692
DOI: 10.1016/S0167-9473(03)00150-6
published in: Computational Statistics and Data Analysis
publication date: 2008-11-26T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 5373897
zbMATH Keywords: recursive regression
zbMATH Keywords: Kalman filtering
zbMATH Keywords: fixed-interval smoothing
zbMATH Keywords: initial-value problem
author: D. Stephen G. Pollock
describes a project that uses: AS 154
MaRDI profile type: Publication
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Recursive estimation in econometrics (cites work)
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Recursive estimation in econometrics (cites work)
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Recursive estimation in econometrics (cites work)
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