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An Introduction to Recursion

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Ljung Soderstrom - Theory and Practice of Recursive Identification

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DML-CZ - Czech Digital Mathematics Library: Robust recursive estimation of GARCH models

Returning user. Request Username Can't sign in? Forgot your username? Green, Sabina Alkire and Maria Emma Santos, "undated". Thomas J. Sims, Tom Doan, "undated". Discussion Papers. James H. Watson, Stock, J.


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Kennedy School of Government. Stock J. Rippin, Nicole, Full references including those not matched with items on IDEAS More about this item Keywords Bayesian average ; conditional mean estimation ; ergodic theorem ; summary statistic.