Simultaneous Adaptive Estimation of Unobserved States and Time-Varying Parameters

• Authors: VAŠÍČEK Osvald
• Year of publication: 2000
• Type: Article in Proceedings
• Conference: Nostradamus Prediction Conference 2000
• MU Faculty or unit: Faculty of Economics and Administration
• Field: Economy
• Keywords: simultaneous adaptive estimation; unobserved states; time-varying parameters; quantitative analysis
• Description: Simultaneous Adaptive Estimation of Unobserved States and Time-Varying Parameters

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