KALMAN FILTERING ESTIMATION OF UNOBSERVED RATIONAL-EXPECTATIONS WITH AN APPLICATION TO THE GERMAN HYPERINFLATION

被引：49

作者：

BURMEISTER, E ^{[1
]}

WALL, KD ^{[1
]}

机构：

[1] UNIV VIRGINIA,CHARLOTTESVILLE,VA 22901

来源：

JOURNAL OF ECONOMETRICS | 1982年 / 20卷 / 02期

关键词：

D O I：

10.1016/0304-4076(82)90021-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：255 / 284

页数：30

共 50 条

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