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

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https://hdl.handle.net/1814/17090
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10.1016/0165-1889(86)90028-X
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0165-1889
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1986
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Journal of Economic Dynamics & Control, 1986, 10, 01-feb, 119-124
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RUSTEM, Berc, VELUPILLAI, Kumaraswamy, On Rationalizing Expectations Using Rank-One Updates of the Kalman Filter, Journal of Economic Dynamics & Control, 1986, 10, 01-feb, 119-124 - https://hdl.handle.net/1814/17090
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