A low dimensional Kalman filter for systems with lagged observables

Document Type: Working paper

Date: 2009-11-01

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Citation: Nimark, Kristoffer. A low dimensional Kalman filter for systems with lagged observables. 2009
https://econ-papers.upf.edu/ca/paper.php?id=1182

Permanent link: http://hdl.handle.net/10230/6067

Author: Nimark, Kristoffer

Other authors: Universitat Pompeu Fabra. Departament d'Economia i Empresa

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• Economics and Business Working Papers Series: 1718