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, 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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