Showing 1 - 10 of 28
The paper deals with the estimation of a simultaneous equation system with time-varying parameters. The system is formulated in state space form and it is shown that the Kalman filter algorithm is applicable. The prior information required by this estimation method can be obtained by...
Persistent link: https://www.econbiz.de/10009500003
Persistent link: https://www.econbiz.de/10009500008
Persistent link: https://www.econbiz.de/10001312895
Persistent link: https://www.econbiz.de/10001606264
Persistent link: https://www.econbiz.de/10001106697
Persistent link: https://www.econbiz.de/10001318853
Persistent link: https://www.econbiz.de/10001334835
Persistent link: https://www.econbiz.de/10001314393
Persistent link: https://www.econbiz.de/10001582423
Persistent link: https://www.econbiz.de/10013430436