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Four econometric fashions and the Kalman filter alternative : A simulation study

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  • Bomhoff, E.J.

    (Tilburg University, Center For Economic Research)

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Suggested Citation

  • Bomhoff, E.J., 1992. "Four econometric fashions and the Kalman filter alternative : A simulation study," Discussion Paper 1992-27, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:6c69f227-0a8f-476b-b08f-9c1a33a749eb
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1154506/EB5620780.pdf
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    Cited by:

    1. Rabindra Nepal & Tooraj Jamasb, 2011. "Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market," Working Papers EPRG 1121, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    2. Rabindra Nepal and John Foster, 2016. "Testing for Market Integration in the Australian National Electricity Market," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    3. Nepal, Rabindra & Jamasb, Tooraj, 2012. "Interconnections and market integration in the Irish Single Electricity Market," Energy Policy, Elsevier, vol. 51(C), pages 425-434.

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    Keywords

    Kalman Filter; Time Series;

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