Kalman Filter Model with Qualitative Dependent Variables
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- repec:eee:ijrema:v:32:y:2015:i:1:p:94-112 is not listed on IDEAS
- Tanizaki, Hisashi, 1997. "Nonlinear and nonnormal filters using Monte Carlo methods," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 417-439, September.
- Alvaro Montenegro, 2005. "Introducción al filtro Kalman," DOCUMENTOS DE ECONOMÍA 002920, UNIVERSIDAD JAVERIANA - BOGOTÁ.
- Naik, P. & Piersma, N., 2002. "Understanding the role of marketing communications in direct marketing," Econometric Institute Research Papers EI 2002-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Fukasawa, T. & Basawa, I. V., 2002. "Estimation for a class of generalized state-space time series models," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 459-473, December.
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