Author Type

Graduate Student

Date of Award

1987

Document Type

Thesis

Publication Status

Version of Record

Submission Date

October 2026

Thesis/Dissertation Advisor [Chair]

Stronge, William B.

Abstract

This thesis demonstrates the theory and the application of the Kalman filter model, a model where the coefficients are not assumed to be constant over time but time-varying. This model is approached in two different ways. The first is the recursive approach and the second is the Mixed estimation approach. Both of these two approaches describe in different ways the original Kalman filter model. This thesis also contains an empirical application of the Kalman filter model, using real data from the Greek economy to estimate the Demand for Money.

Extent

83 p.

Comments

College of Business|Thesis (M.A.)--Florida Atlantic University, 1987.|FAU Electronic Theses and Dissertations Collection|College of Business

Identifier

FADT14372

Format

pdf

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