Kalman filtering and the estimation of systems of consumer demand equations with time-varying coefficients

Kalman filtering for general discrete-time linear systems

Nikoukhah, Ramine
Campbell, Stephen L.
Delebecque, Francois
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 1998

Theme 4 - Simulation et optimisation de systemes complexes - Projet META2SIGLEAvailable from INIST (...

THE IMPORTANCE OF KALMAN FILTERING METHODS FOR ECONOMIC SYSTEMS*

Sanford V. Berg
It Mk&apos

August 2015

The purpose of this paper is to indicate lww KalmniJilrering techniques are pott'ntiallv useful...

Application of Kalman Filtering

Svojík, Marek

January 2007

The aim of this work is to discuss the use of the Kalman lter in some economical problems. Generally...

Modelling structural change using the Kalman filter

Hall, S
London Business School (United Kingdom). Centre for Economic Forecasting

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--09-92) / BLDSC...

On statistical estimation of systems of simultaneous econometric equations under time-varying coefficients

Kharin, Y.S.
Rogatch, P.P.
Leicester Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:7742.64435(98/7) / BLDSC - British Li...

A synopsis of the smoothing formulae associated with the Kalman filter

Merkus, H.
Pollock, D.
De Vos, A
Queen Mary and Westfield Coll., London (United Kingdom). Dept. Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--246) / BLDSC - ...

Kalman Filter for Computational Market Dynamics

Simon Peter Ngolobe
Simon Peter Ngolobe

September 2016

Kalman filter is a recursive mathematical power tool that plays an increasingly vital role in innume...

Can bounded expectations of output be estimated by the Kalman filter?

Thomas, D.
University of Hertfordshire, Hatfield (United Kingdom). Business School

January 1995

Report also numbered Economics paper no. 13SIGLEAvailable from British Library Document Supply Centr...

An application of the Kalman filtering technique to stock market prices

Patel, K
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1984

Available from British Library Lending Division - LD:3597.973(255) / BLDSC - British Library Documen...

Time varying coefficient models

Riddington, G.
Glasgow Polytechnic (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.20795(14) / BLDSC - British Libr...

Models for the rate of inflation, equity dividend yields and dividend growth using the Kalman filter technique

Arsad, Z.

January 2002

Available from British Library Document Supply Centre-DSC:DXN051873 / BLDSC - British Library Docume...

Kalman filter approach to solution of rational expectations models

De Santis, A.
Germani, A.
Scoglio, C.

June 1993

AbstractThe solution of forward looking dynamical models for economical systems consists in finding ...

Durability and consumers' demand Gaussian estimation and some continuous time models

Chambers, M.J

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:D91138 / BLDSC - British Library Doc...

Kalman Filter

Doyle, R.S.

January 1995

The Kalman filter is the general solution to the recursive, minimised mean square estimation problem...

Kalman Filter Estimation and Its Implementation

Ulin-Avila, Erick
Ponce-Hernandez, Juan

June 2021

In this chapter, we use the Kalman filter to estimate the future state of a system. We present the t...

Kalman filtering for general discrete-time linear systems

Nikoukhah, Ramine
Campbell, Stephen L.
Delebecque, Francois
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 1998

Theme 4 - Simulation et optimisation de systemes complexes - Projet META2SIGLEAvailable from INIST (...

THE IMPORTANCE OF KALMAN FILTERING METHODS FOR ECONOMIC SYSTEMS*

Sanford V. Berg
It Mk&apos

August 2015

The purpose of this paper is to indicate lww KalmniJilrering techniques are pott'ntiallv useful...

Application of Kalman Filtering

Svojík, Marek

January 2007

The aim of this work is to discuss the use of the Kalman lter in some economical problems. Generally...

Modelling structural change using the Kalman filter

Hall, S
London Business School (United Kingdom). Centre for Economic Forecasting

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--09-92) / BLDSC...

On statistical estimation of systems of simultaneous econometric equations under time-varying coefficients

Kharin, Y.S.
Rogatch, P.P.
Leicester Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:7742.64435(98/7) / BLDSC - British Li...

A synopsis of the smoothing formulae associated with the Kalman filter

Merkus, H.
Pollock, D.
De Vos, A
Queen Mary and Westfield Coll., London (United Kingdom). Dept. Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--246) / BLDSC - ...

Kalman Filter for Computational Market Dynamics

Simon Peter Ngolobe
Simon Peter Ngolobe

September 2016

Kalman filter is a recursive mathematical power tool that plays an increasingly vital role in innume...

Can bounded expectations of output be estimated by the Kalman filter?

Thomas, D.
University of Hertfordshire, Hatfield (United Kingdom). Business School

January 1995

Report also numbered Economics paper no. 13SIGLEAvailable from British Library Document Supply Centr...

An application of the Kalman filtering technique to stock market prices

Patel, K
Essex Univ., Colchester (United Kingdom). Dept. of Economics

January 1984

Available from British Library Lending Division - LD:3597.973(255) / BLDSC - British Library Documen...

Time varying coefficient models

Riddington, G.
Glasgow Polytechnic (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.20795(14) / BLDSC - British Libr...

Models for the rate of inflation, equity dividend yields and dividend growth using the Kalman filter technique

Arsad, Z.

January 2002

Available from British Library Document Supply Centre-DSC:DXN051873 / BLDSC - British Library Docume...

Kalman filter approach to solution of rational expectations models

De Santis, A.
Germani, A.
Scoglio, C.

June 1993

AbstractThe solution of forward looking dynamical models for economical systems consists in finding ...

Durability and consumers' demand Gaussian estimation and some continuous time models

Chambers, M.J

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:D91138 / BLDSC - British Library Doc...

Kalman Filter

Doyle, R.S.

January 1995

The Kalman filter is the general solution to the recursive, minimised mean square estimation problem...

Kalman Filter Estimation and Its Implementation

Ulin-Avila, Erick
Ponce-Hernandez, Juan

June 2021

In this chapter, we use the Kalman filter to estimate the future state of a system. We present the t...

Kalman filtering for general discrete-time linear systems

Nikoukhah, Ramine
Campbell, Stephen L.
Delebecque, Francois
Institut National de Recherche en Informatique et en Automatique (INRIA), 78 - Rocquencourt (France). Unite de Recherche de Rocquencourt

January 1998

Theme 4 - Simulation et optimisation de systemes complexes - Projet META2SIGLEAvailable from INIST (...

THE IMPORTANCE OF KALMAN FILTERING METHODS FOR ECONOMIC SYSTEMS*

Sanford V. Berg
It Mk&apos

August 2015

The purpose of this paper is to indicate lww KalmniJilrering techniques are pott'ntiallv useful...

Application of Kalman Filtering

Svojík, Marek

January 2007

The aim of this work is to discuss the use of the Kalman lter in some economical problems. Generally...

Kalman filtering and the estimation of systems of consumer demand equations with time-varying coefficients

Abstract

Extracted data

Kalman filtering and the estimation of systems of consumer demand equations with time-varying coefficients

Abstract

Extracted data

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