Constraining Kalman Filter and Smoothing Estimates to Satisfy Time-Varying Restrictions

Authors
Howard E. Doran
Citation
Howard E. Doran, Constraining Kalman Filter and Smoothing Estimates to Satisfy Time-Varying Restrictions, Review of economics and statistics, LXXI(03), 1992, pp. 568
Journal title
Review of economics and statistics → ACNP
ISSN journal
00346535
Volume
LXXI
Issue
03
Year of publication
1992
Database
ICR
SICI code
0034-6535(1992)LXXI:03<568:CKFASE>2.0.ZU;2-P