My PhD, online
Contents
Introduction
Bayes theorem and its implications
Recursive Bayesian Estimation, one dependent and one explanatory variable
Recursive Bayesian Estimation, one dependent and several explanatory variables
Recursive Bayesian Estimation, one dependent and one explanatory variable; some results
Recursive Bayesian Estimation, several dependent and several explanatory variables
Past applications of the Kalman Filter
The benefits of Kalman Filter models compared to conventional methods; a Monte Carlo study
A Kalman Filter estimated model of energy demand; one dependent and several explanatory variables
A Kalman Filter estimated model of wool demand; multiple dependent and several explanatory variables
Part 2
Part 3
Ideas for further work
Summary, discussion, main conclusions and recommendations
Abbreviations and notation
The Kalman Filter program
The Kalman Filter
The recursive Bayesian estimation programs on the Texas Instruments programmable calculator.
References.