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.
- Roula Inglesi-Lotz, 2012. "The sensitivity of the South African industrial sector’s electricity consumption to electricity price fluctuations," Working Papers 201225, University of Pretoria, Department of Economics.
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- Inglesi-Lotz, R., 2011. "The evolution of price elasticity of electricity demand in South Africa: A Kalman filter application," Energy Policy, Elsevier, vol. 39(6), pages 3690-3696, June.
- Carlo Carraro & Enrica De Cian, 2009.
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- Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Research Department of Statistics Norway.
- Fernando Sanz, 2000. "A kalman filter-gravity equation approach to assess the trade impact of economic integration: The case of Spain, 1986–1992," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 84-110, March.
- David I. Stern, 2004. "Diffusion of Emissions Abating Technology," Rensselaer Working Papers in Economics 0420, Rensselaer Polytechnic Institute, Department of Economics.
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