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Four econometric fashions and the Kalman filter alternative : A simulation study

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  • Bomhoff, E.J.

    (Tilburg University, School of Economics and Management)

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  • Bomhoff, E.J., 1992. "Four econometric fashions and the Kalman filter alternative : A simulation study," Other publications TiSEM 6c69f227-0a8f-476b-b08f-9, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:6c69f227-0a8f-476b-b08f-9c1a33a749eb
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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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