Estimation of the Solow-Cobb-Douglas economic growth model with a Kalman filter: An observability-based approach

This work presents a novel approach for estimating the Solow-Cobb-Douglas economic growth model. In this case, an Extended Kalman Filter is used for estimating, at the same time, the time-varying parameters of the model and the system state, from subsets of partially available economic data measurem...

Descripción completa

Detalles Bibliográficos
Autores principales: Munguía, Rodrigo, Davalos, Jessica, Urzua, Sarquis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6595187/
https://www.ncbi.nlm.nih.gov/pubmed/31294111
http://dx.doi.org/10.1016/j.heliyon.2019.e01959

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6595187/
https://www.ncbi.nlm.nih.gov/pubmed/31294111
http://dx.doi.org/10.1016/j.heliyon.2019.e01959

Ejemplares similares