NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Importance of Kalman Filtering Methods for Economic Systems

Michael Athans

Chapter in NBER book Annals of Economic and Social Measurement, Volume 3, number 1 (1974), Sanford V. Berg, editor (p. 49 - 64)
Published in 1974 by NBER

download in pdf format
   (469 K)

email paper

This paper is available as PDF (469 K) or via email.

Machine-readable bibliographic record - MARC, RIS, BibTeX

Users who downloaded this chapter also downloaded these:
Athans The Discrete Time Linear-Quadratic-Gaussian Stochastic Control Problem
Kendrick Applications of Control Theory to Macroeconomics
Mehra Topics in Stochastic Control Theory Identification in Control and Econometrics: Similarities and Differences
Stock and Watson w12324 Why Has U.S. Inflation Become Harder to Forecast?
Page The East Asian Miracle: Four Lessons for Development Policy
 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us