A Kalman filter approach to the theory of expectations
By: by Ben Zehnwirth and David E.A. Giles.
Contributors: Giles, David E. A., 1949-
Series: Research paper ;; no. 301; Research paper (Macquarie University. School of Economic and Financial Studies) ;; no. 301.
Publisher: Macquarie University, School of Economic and Financial Studies
Published: 1985
Place of publication: [North Ryde, N.S.W.]
Language: eng
Number of pages: 11
Subjects: Rational expectations (Economic theory); Bayesian statistical decision theory.
Notes: Bibliography: p. 10.
"February 1985"--Cover.