@techreport{Sorge2010note,
abstract = {In this note, a class of nonlinear dynamic models under rational expectations is studied. A particular solution is found using a model reference adaptive technique via an extended Kalman filtering algorithm, for which initial conditions knowledge only is required.},
address = {Bonn},
author = {Marco M. Sorge},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {C5; C6; 330; Nonlinear dynamic systems; Rational Expectations; Extended Kalman Filter; Nichtlineare dynamische Systeme; Rationale Erwartung; Zustandsraummodell; Theorie},
language = {eng},
number = {2010,4},
publisher = {Graduate School of Economics},
title = {A note on Kalman filter approach to solution of rational expectations models},
type = {Bonn econ discussion papers},
url = {http://hdl.handle.net/10419/38798},
year = {2010}
}
