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A Kalman filter approach to the theory of expectations / by Ben Zehnwirth and David E.A. Giles.

A Kalman filter approach to the theory of expectations ...

A Kalman filter approach to the theory of expectations / by Ben Zehnwirth and David E.A. Giles.

https://devfeature-collection.sl.nsw.gov.au/record/74VvavobPdAg

A Kalman filter approach to the theory of expectations / by Ben Zehnwirth and David E.A. Giles.

About this item

Full title

A Kalman filter approach to the theory of expectations / by Ben Zehnwirth and David E.A. Giles.

Author / Creator

Publisher

[North Ryde, N.S.W.] : Macquarie University, School of Economic and Financial Studies, 1985.

Date

1985.

Call Numbers

Q519.544/2

Record Identifier

74VvavobPdAg

MMS ID

991010309479702626

Language

English

Formats

Physical Description

Physical content

11 p. ; 30 cm.

Publication information

Publisher

[North Ryde, N.S.W.] : Macquarie University, School of Economic and Financial Studies, 1985.

Place of Publication

New South Wales

Date Published

1985.

Subjects

More information

Alternative Titles

Full title

A Kalman filter approach to the theory of expectations / by Ben Zehnwirth and David E.A. Giles.

Notes

General note

Research paper / Macquarie University, School of Economic and Financial Studies ; no. 301.

"February 1985'.

Bibliography: p. 10.

Identifiers

Primary Identifiers

Call Numbers

Q519.544/2

Record Identifier

74VvavobPdAg

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/74VvavobPdAg

Other Identifiers

ISBN

0858375680 :

9780858375680 :

MMS ID

991010309479702626

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