Kalman filtering as an alternative to ordinary least squares : some theoretical considerations and empirical results
Year of publication: |
1983
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Authors: | Watson, P. K. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 8.1983, 2, p. 71-85
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Subject: | Ökonometrik Schätzung |
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