Note
College of Business
Member of
Contributors
Publisher
Florida Atlantic University
Date Issued
1987
Description
This thesis demonstrates the theory and the application of
the Kalman filter model, a model where the coefficients are
not assumed to be constant over time but time-varying. This
model is approached in two different ways. The first is the
recursive approach and the second is the Mixed estimation
approach. Both of these two approaches describe in
different ways the original Kalman filter model. This thesis
also contains an empirical application of the Kalman filter
model, using real data from the Greek economy to estimate
the Demand for Money.
the Kalman filter model, a model where the coefficients are
not assumed to be constant over time but time-varying. This
model is approached in two different ways. The first is the
recursive approach and the second is the Mixed estimation
approach. Both of these two approaches describe in
different ways the original Kalman filter model. This thesis
also contains an empirical application of the Kalman filter
model, using real data from the Greek economy to estimate
the Demand for Money.
Language
Type
Form
Extent
83 p.
Subject (Topical)
Identifier
14372
Additional Information
College of Business
Thesis (M.A.)--Florida Atlantic University, 1987.
FAU Electronic Theses and Dissertations Collection
Date Backup
1987
Date Text
1987
Date Issued (EDTF)
1987
Extension
FAU
FAU
admin_unit="FAU01", ingest_id="ing1508", creator="staff:fcllz", creation_date="2007-07-19 02:31:17", modified_by="staff:fcllz", modification_date="2011-01-06 13:08:59"
IID
FADT14372
Issuance
monographic
Organizations
Attributed name: Florida Atlantic University
Attributed name: College of Business
Attributed name: Department of Economics
Person Preferred Name
Agiakloglou, Christos N.
Graduate College
Physical Description
83 p.
application/pdf
Title Plain
KALMAN FILTER MODEL
Use and Reproduction
Copyright © is held by the author, with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
http://rightsstatements.org/vocab/InC/1.0/
Origin Information
1987
monographic
Boca Raton, Fla.
Florida Atlantic University
Physical Location
Florida Atlantic University Libraries
Place
Boca Raton, Fla.
Sub Location
Digital Library
Title
KALMAN FILTER MODEL
Other Title Info
KALMAN FILTER MODEL