<departmental bulletin paper>
A Simple Linear Regression Approach to Structural Change: A Note on the Initial Value of Kalman Filter Algorithm
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Table of Contents | 1. Introduction 2. General formulation of the model 3. Kalman Filter algorithm and its initial value problem 4. Economic application 5. Summary and Conclusions |
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Created Date | 2020.04.28 |
Modified Date | 2020.10.14 |