Four econometric fashions and the Kalman filter alternative: A simulation study

E.J. Bomhoff

    Research output: Working paperDiscussion paperOther research output

    292 Downloads (Pure)
    Original languageEnglish
    PublisherCentER
    Number of pages43
    Volume1992-27
    Publication statusPublished - 1992

    Publication series

    NameCentER Discussion Paper
    Volume1992-27

    Keywords

    • Kalman Filter
    • Time Series

    Cite this

    Bomhoff, E. J. (1992). Four econometric fashions and the Kalman filter alternative: A simulation study. (CentER Discussion Paper; Vol. 1992-27). CentER.