Some implications of the Kalman filter for econometric theory and practice

Author(s)

• Koss, Richard Allen

Bibliographic Information

Some implications of the Kalman filter for econometric theory and practice

Richard Allen Koss

University Microfilms International, 1985

Note

Thesis (Ph.D.)--University of Pennsylvania, 1985

Photocopy

Bibliography: p. 105-108

Includes index

• NCID: BA61803895
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Ann Arbor, Mich.
• Pages/Volumes: vii, 109 p.
• Size: 22 cm