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The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms

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  • Tanizaki, Hisashi

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  • Tanizaki, Hisashi, 1989. "The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms," Economics Letters, Elsevier, vol. 31(2), pages 145-149, December.
    • Handle: RePEc:eee:ecolet:v:31:y:1989:i:2:p:145-149
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    Cited by:

    1. Olayungbo, D.O., 2019. "Effects of oil export revenue on economic growth in Nigeria: A time varying analysis of resource curse," Resources Policy, Elsevier, vol. 64(C).

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