A STATE-SPACE REPRESENTATION OF SEQUENTIAL ESTIMATORS

被引：0
|
作者：
AMBLER, S
机构：
[1] Université du Québec à Montréal, Montréal
来源：
ECONOMICS LETTERS | 1990年 / 34卷 / 03期
关键词：
D O I：
10.1016/0165-1765(90)90126-L
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The paper shows how sequential estimation problems, which use regressors generated in auxiliary equations, can be transformed into state space representations. This allows estimation by exact full information maximum likelihood via the Kalman filter. © 1990.
引用
收藏
页码：249 / 253
页数：5
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