Recursive estimation in econometrics

Computational Statistics and Data Analysis

Volumn 44, Issue 1-2, 2003, Pages 37-75

  Pollock, D S G ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Fixed interval smoothing; Kalman filtering; Recursive regression; The initial value problem

Indexed keywords

INITIAL VALUE PROBLEMS; KALMAN FILTERING; PROBLEM SOLVING;

ECONOMETRICS;

COMPUTATIONAL METHODS;

KALMAN FILTER; NUMERICAL METHOD; REGRESSION ANALYSIS;

EID: 0141993266     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(03)00150-6     Document Type: Article

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