A low dimensional Kalman filter for systems with lagged observables

dc.contributor.author	Nimark, Kristoffer
dc.contributor.other	Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.date.issued	2009-11-01
dc.identifier	https://econ-papers.upf.edu/ca/paper.php?id=1182
dc.identifier.uri	http://hdl.handle.net/10230/6067
dc.format.mimetype	application/pdf
dc.language.iso	eng
dc.relation.ispartofseries	Economics and Business Working Papers Series; 1182
dc.rights	L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.title	A low dimensional Kalman filter for systems with lagged observables
dc.type	info:eu-repo/semantics/workingPaper
dc.date.modified	2016-09-29T02:50:35Z
dc.subject.keyword	Macroeconomics and International Economics
dc.subject.keyword	kalman filter
dc.subject.keyword	lagged observables
dc.subject.keyword	kalman smoother
dc.subject.keyword	simulation smoother
dc.rights.accessRights	info:eu-repo/semantics/openAccess