Statistical Learning With Time-Varying Parameters
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Volume (Year): 7 (2003)
Issue (Month): 01 (February)
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- Carravetta, Francesco & Sorge, Marco M., 2013. "Model reference adaptive expectations in Markov-switching economies," Economic Modelling, Elsevier, vol. 32(C), pages 551-559.
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"A note on exact correspondences between adaptive learning algorithms and the Kalman filter,"
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- Gaballo, Gaetano, 2013. "Good luck or good policy? An expectational theory of macro volatility switches," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2755-2770.
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