Company Expectations and New Information: An Application of Kalman Filtering

Mayer, Colin and Mors, Matthias (1991) Company Expectations and New Information: An Application of Kalman Filtering. In: Laisney, Francois, Ivaldi, Marc, Florens, Jean-Pierre and Laffont, Jean-Jacques, (eds.) Microeconometrics: Surveys and Applications. Blackwell Publishing. ISBN 978-0631169659

Full text not available from this repository.
Item Type: Book Section
Keywords: microeconomics; finance
Subject(s): Finance
Date Deposited: 19 Mar 2012 11:01
Last Modified: 27 Feb 2017 15:25
Funders: N/A
URI: http://eureka.sbs.ox.ac.uk/id/eprint/2154

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