Modelling stochastic and cyclical components of technical change : An application of the Kalman filter
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 41 (1989)
Issue (Month): 3 (July)
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- Kenneth Daniels & Doğan Tirtiroğlu, 1998. "Total Factor Productivity Growth in U.S. Commercial Banking for 1935–1991: A Latent Variable Approach Using the Kalman Filter," Journal of Financial Services Research, Springer, vol. 13(2), pages 119-135, April.
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