On rationalizing expectations using rank-one updates of the Kalman filter

Research output: Contribution to a Journal (Peer & Non Peer) › Article › peer-review

2 Citations (Scopus)

Original language	English
Pages (from-to)	119-124
Number of pages	6
Journal	Journal of Economic Dynamics and Control
Volume	10
Issue number	1-2
DOIs	https://doi.org/10.1016/0165-1889(86)90028-X
Publication status	Published - Jun 1986
Externally published	Yes

Access to Document

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title = "On rationalizing expectations using rank-one updates of the Kalman filter",

author = "B. Rustem and K. Velupillai",

year = "1986",

month = jun,

doi = "10.1016/0165-1889(86)90028-X",

language = "English",

volume = "10",

pages = "119--124",

journal = "Journal of Economic Dynamics and Control",

issn = "0165-1889",

publisher = "Elsevier B.V.",

number = "1-2",

}

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T1 - On rationalizing expectations using rank-one updates of the Kalman filter

AU - Rustem, B.

AU - Velupillai, K.

PY - 1986/6

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U2 - 10.1016/0165-1889(86)90028-X

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JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

IS - 1-2

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