A Further Note on Flexible Least Squares and Kalman Filtering

The logical relationship between the multicriteria Flexible Least Squares (FLS) method and Kalman filtering is clarified. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm

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Year of publication:	1990-02-01
Authors:	Kalaba, Robert E. ; Tesfatsion, Leigh S.
Institutions:	Department of Economics, Iowa State University

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Series:	Staff General Research Papers.
Type of publication:	Book / Working Paper
Notes:	Published in Journal of Economic Dynamics and Control, February 1990, vol. 14 no. 1, pp. 183-185
Classification:	C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004997761