TY  - RPRT
AU  - Cerdá Tena, Emilio Jaime
PY  - 1988
SN  - 2255-5471
UR  - https://hdl.handle.net/20.500.14352/63888
AB  - In this papel we obtain a generalization of the Kalman Filter for a kind of models in which the value of the vector variable in period t is explained linearly by the value it had in the previous period, by the pational expectations about the value...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Decanato
KW  - Kalman Filter
TI  - Generalization of the Kalman Filter for a kind of rational expectations models
TY  - technical report
VL  - 1988
ER  -