Kalaba, Robert E.; Tesfatsion, Leigh

Journal of Economic Dynamics and Control Vol. 14 no. 1 (February 1990): 183-185.

The logical relationship between the multicriteria Flexible Least Squares (FLS) method and Kalman filtering is clarified. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm

JEL Classification: C1, C3, C5