<--- Back to Details
First PageDocument Content
Macroeconomics / Estimation theory / Statistical forecasting / Kalman filter / Forecasting / Recursive least squares filter / Regression analysis / Vector autoregression / Adaptive expectations / Statistics / Time series analysis / Econometrics
Date: 2014-11-04 13:05:20
Macroeconomics
Estimation theory
Statistical forecasting
Kalman filter
Forecasting
Recursive least squares filter
Regression analysis
Vector autoregression
Adaptive expectations
Statistics
Time series analysis
Econometrics

doi:j.econlet

Add to Reading List

Source URL: www.economics.uci.edu

Download Document from Source Website

File Size: 147,05 KB

Share Document on Facebook

Similar Documents

Constraining regional-scale CO2 fluxes using a coupled meteorological–carbon ensemble Kalman filter Hans W. Chen, Fuqing Zhang, Thomas Lauvaux, Richard B. Alley, and Kenneth J. Davis

DocID: 1vaGB - View Document

Tina Memo NoInternal. Tutorial: The Likelihood Interpretation of the Kalman Filter. N.A.Thacker, A.J.Lacey.

DocID: 1v1Tg - View Document

High-rank Ensemble Transform Kalman Filter (HETKF) Bo Huang and Xuguang Wang Multi-scale data Assimilation and Predictability (MAP) Laboratory School of Meteorology, University of Oklahoma, Norman, OK

DocID: 1uOhU - View Document

A Stabilized Dual Kalman Filter for Adaptive Tracking of Brain-Computer Interface Decoding Parameters

DocID: 1uL66 - View Document

Progress toward estimating surface carbon dioxide fluxes at the regional scale using an augmented Ensemble Kalman Filter 1,2 Hans W. Chen

DocID: 1uJvA - View Document