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

E.J. Bomhoff

    Research output: Working paperDiscussion paperOther research output

    305 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

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