KALMAN FILTER MODEL WITH QUALITATIVE DEPENDENT-VARIABLES

被引：5
|
作者：
TANIZAKI, H
机构：
来源：
REVIEW OF ECONOMICS AND STATISTICS | 1993年 / 75卷 / 04期
关键词：
D O I：
10.2307/2110035
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper, the time-varying parameter model based on the Kalman filter is combined with the binary choice model. Next, estimation of the unknown parameters is examined without using any distribution. Finally, a money excess demand function is estimated as an application to the problem.
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页码：747 / 752
页数：6
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