Lecture Notes 21: Filtering, State space models, Kalman filter | Time Series Analysis | Economics | MIT OpenCourseWare

Course Info

Instructor

Prof. Anna Mikusheva

Departments

Economics

As Taught In

Fall 2013

Level

Graduate

Topics

Learning Resource Types

Lecture Notes

Problem Sets

Instructor Insights

Download Course

Lecture Notes

Lecture Notes 21: Filtering, State space models, Kalman filter

Description:

This resource file contains information regarding lecture 21.

Resource Type:

Lecture Notes

file_download Download File

MIT Open Learning

Over 2,500 courses & materials

Freely sharing knowledge with learners and educators around the world. Learn more

© 2001–2023 Massachusetts Institute of Technology

Accessibility

Creative Commons License

Terms and Conditions

Proud member of:

© 2001–2023 Massachusetts Institute of Technology