The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation

David A. Belsley
Published Date
Copyright 1973
Book: Annals of Economic and Social Measurement, Volume 2, number 4
Book editor: Sanford V. Berg
PUBLISHER: NBER
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  • David A. Belsley, Annals of Economic and Social Measurement, Volume 2, number 4 (NBER, 1973), https://www.nber.org/books-and-chapters/annals-economic-and-social-measurement-volume-2-number-4/applicability-kalman-filter-determination-systematic-parameter-variation.

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