On Rationalizing Expectations Using Rank-One Updates of the Kalman Filter

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On Rationalizing Expectations Using Rank-One Updates of the Kalman Filter

RUSTEM, Berc; VELUPILLAI, Kumaraswamy
Title: On Rationalizing Expectations Using Rank-One Updates of the Kalman Filter
Author: RUSTEM, Berc; VELUPILLAI, Kumaraswamy
Date: 1986
Citation: Journal of Economic Dynamics & Control, 1986, 10, 01-feb, 119-124
URI: http://hdl.handle.net/1814/17090
ISSN: 0165-1889

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