Restricted Kalman filtering revisited
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References listed on IDEAS
- Doran, Howard E. & Rambaldi, Alicia N., 1997. "Applying linear time-varying constraints to econometric models: With an application to demand systems," Journal of Econometrics, Elsevier, vol. 79(1), pages 83-95, July.
- Doran, Howard E, 1992. "Constraining Kalman Filter and Smoothing Estimates to Satisfy Time-Varying Restrictions," The Review of Economics and Statistics, MIT Press, vol. 74(3), pages 568-572, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Adrian Pizzinga, 2010. "Constrained Kalman Filtering: Additional Results," International Statistical Review, International Statistical Institute, vol. 78(2), pages 189-208, August.
- Pizzinga, Adrian, 2009. "Further investigation into restricted Kalman filtering," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 264-269, January.
- A. Peyrache & A. N. Rambaldi, 2012. "A State-Space Stochastic Frontier Panel Data Model," CEPA Working Papers Series WP012012, School of Economics, University of Queensland, Australia.
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