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The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation

In: Annals of Economic and Social Measurement, Volume 2, number 4

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  • David A. Belsley

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  • David A. Belsley, 1973. "The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 531-533, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:9943
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    1. David A. Belsley, 1973. "On the Determination of Systematic Parameter Variation in the Linear Regression Model," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 487-494, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Hui ‘Fox’ Ling & Douglas B. Stone, 2016. "Time-varying forecasts by variational approximation of sequential Bayesian inference," Quantitative Finance, Taylor & Francis Journals, vol. 16(1), pages 43-67, January.

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