A Further Note on Flexible Least Squares and Kalman Filtering
AbstractThe 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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Bibliographic InfoPaper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 11192.
Date of creation: 01 Feb 1990
Date of revision:
Publication status: Published in Journal of Economic Dynamics and Control, February 1990, vol. 14 no. 1, pp. 183-185
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Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
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Other versions of this item:
- Kalaba, R. & Tesfatsion, L., 1990. "A further note on flexible least squares and Kalman filtering," Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 183-185, February.
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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- Ramos Lobo, R. & Clar López, M. & Suriñach Caralt, J., 2000. "Comparación de la capacidad predictiva de los modelos de coeficientes fijos frente a variables en los modelos econométricos regionales: un análisis para Cataluña," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 15, pages 125-162, Agosto.
- Kim, Man-Keun & Lee, Andrew C., 2005. "Time Varying Coefficient: An Application of Flexible Least Squares to Cattle Captive Supply," 2005 Annual meeting, July 24-27, Providence, RI 19124, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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