Book contents
- Frontmatter
- Contents
- List of Adopted Notations
- Preface
- Chapter 1 Introduction
- Part I Traditional Methods
- Part II Probabilistic and Statistical Properties of Stationary Processes
- Part III Time-series Econometrics: Stationary and Nonstationary Models
- Part IV State-space Models
- Chapter 15 State-space Models and the Kalman Filter
- Chapter 16 Applications of the State-space Model
- References
- Tables
- Index
Chapter 15 - State-space Models and the Kalman Filter
Published online by Cambridge University Press: 30 January 2010
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Book contents
- Frontmatter
- Contents
- List of Adopted Notations
- Preface
- Chapter 1 Introduction
- Part I Traditional Methods
- Part II Probabilistic and Statistical Properties of Stationary Processes
- Part III Time-series Econometrics: Stationary and Nonstationary Models
- Part IV State-space Models
- Chapter 15 State-space Models and the Kalman Filter
- Chapter 16 Applications of the State-space Model
- References
- Tables
- Index
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- Time Series and Dynamic Models , pp. 575 - 600Publisher: Cambridge University PressPrint publication year: 1996