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Four Econometric Fashions and the Kalman Filter Alternative - A Simulation Study

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  • Bomhoff, E.

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  • Bomhoff, E., 1992. "Four Econometric Fashions and the Kalman Filter Alternative - A Simulation Study," Papers 9227, Tilburg - Center for Economic Research.
    • Handle: RePEc:fth:tilbur:9227
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    Cited by:

    1. Martin King & Milan Cuc, 1996. "Price Convergence in North American Natural Gas Spot Markets," The Energy Journal, , vol. 17(2), pages 17-42, April.
    2. Rabindra Nepal & John Foster, 2016. "Testing for Market Integration in the Australian National Electricity Market," The Energy Journal, , vol. 37(4), pages 215-238, October.
    3. Nepal, Rabindra & Jamasb, Tooraj, 2012. "Interconnections and market integration in the Irish Single Electricity Market," Energy Policy, Elsevier, vol. 51(C), pages 425-434.
    4. Rabindra Nepal & Tooraj Jamasb, 2011. "Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market," Working Papers EPRG 1121, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.

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    Keywords

    econometrics ; economic models;

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