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Kalman Filtering as an Alternative to Ordinary Least Squares-Some Theoretical Considerations and Empirical Results

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  • Watson, P K

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  • Watson, P K, 1983. "Kalman Filtering as an Alternative to Ordinary Least Squares-Some Theoretical Considerations and Empirical Results," Empirical Economics, Springer, vol. 8(2), pages 71-85.
    • Handle: RePEc:spr:empeco:v:8:y:1983:i:2:p:71-85
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    Cited by:

    1. Richards, Timothy J. & Gao, Xiaoming & Patterson, Paul M., 1999. "Advertising And Retail Promotion Of Washington Apples: A Structural Latent Variable Approach To Promotion Evaluation," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(1), pages 1-14, April.
    2. Kwamena K. Quagrainie & Jill J. McCluskey & Maria L. Loureiro, 2003. "A Latent Structure Approach to Measuring Reputation," Southern Economic Journal, John Wiley & Sons, vol. 69(4), pages 966-977, April.
    3. Alvaro Montenegro, 2005. "Introducción al filtro Kalman," Documentos de Economía 2920, Universidad Javeriana - Bogotá.
    4. Richards, Timothy J. & Gao, X.M. & Patternson, Paul M., 1996. "Branded and Generic Promotion in a Complex Carbohydrate Demand System: A Structural Latent Variable Approach to Promotion Evaluation," Economic Evaluation of Commodity Promotion Programs in the Current Legal and Political Environment, October 7-8, 1996, Monterey, California 279667, Regional Research Projects > NECC-63: Research Committee on Commodity Promotion.
    5. Mahadeva, Lavan, 2007. "Monetary Policy and Data Uncertainty: A Case Study of Distribution, Hotels and Catering Growth," Discussion Papers 19, Monetary Policy Committee Unit, Bank of England.
    6. Ivo De Loo, 2000. "The Applicability of the Sectoral Shift Hypothesis in the Netherlands," Journal of Applied Economics, Universidad del CEMA, vol. 3, pages 57-69, May.

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