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KALMAN FILTER MODEL

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Date Issued:
1987
Summary:
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.
Title: KALMAN FILTER MODEL.
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Name(s): Agiakloglou, Christos N.
Florida Atlantic University, Degree grantor
Stronge, William B., Thesis advisor
College of Business
Department of Economics
Type of Resource: text
Genre: Electronic Thesis Or Dissertation
Issuance: monographic
Date Issued: 1987
Publisher: Florida Atlantic University
Place of Publication: Boca Raton, Fla.
Physical Form: application/pdf
Extent: 83 p.
Language(s): English
Summary: 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.
Identifier: 14372 (digitool), FADT14372 (IID), fau:11175 (fedora)
Collection: FAU Electronic Theses and Dissertations Collection
Note(s): College of Business
Thesis (M.A.)--Florida Atlantic University, 1987.
Subject(s): Kalman filtering
Estimation theory
Held by: Florida Atlantic University Libraries
Persistent Link to This Record: http://purl.flvc.org/fcla/dt/14372
Sublocation: Digital Library
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.
Use and Reproduction: http://rightsstatements.org/vocab/InC/1.0/
Host Institution: FAU
Is Part of Series: Florida Atlantic University Digital Library Collections.