Open AccessModified Kalman Filter Application to an Econometric Model of United States Economy.
Author(s) -
Rafael Juantorena
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_disstheses.3069
Subject(s) - kalman filter , econometric model , econometrics , extended kalman filter , hodrick–prescott filter , economics , economy , computer science , macroeconomics , artificial intelligence , business cycle