On the use of Kalman filters in economic forecasting

On the use of Kalman filters in economic forecasting

Bibliographic Details
Main Author: Mariano, Roberto S.
Format: Book
Language:English
Published: Philadelphia, Pa. Department of Economics, The Wharton School of Finance and Commerce, University of Pennsylvania 1972
Series:Discussion paper / University of Pennsylvania. The Wharton School of Finance and Commerce. Department of Economics 247
Subjects:
Econometrics.
Economic forecasting > Econometric models.
Kalman filtering.