The logical relationship between the multicriteria Flexible Least Squares (FLS) method and Kalman filtering is clarified. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm
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Paper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number
11192.
Length: Date of creation: 11 Jan 2004 Date of revision: Publication status: Published in Journal of Economic Dynamics and Control, February 1990, Vol. 14, No. 1, pp. 183-185. Handle: RePEc:isu:genres:11192
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Find related papers by JEL classification: C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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