Bibliographical references


Aitchison, J. y S.D. Silvey (1958). "Maximun-likelihood estimation of parameters subject to restraints". Annals of Mathematical Statistics, 29, pág. 813-828.

Anderson, B.D.O. y J.B. Moore (1979). Optimal filtering. Prentice-all, Inc., Englewood Cliffs, New Jersey. 

Bierman, G.J. (1977). Factorization methods for discrete sequential estimation. Mathematics in Science and Engineering, vol. 128. Academic Press, Inc. 

Brow, R.L., T. Durbin y J.M. Evans (1975). "Techniques for testing the constancy of regression re1ations over time" (with discussion). Journal of the Royal Statistical Sociery B, 37, pág. 149-192. 

Davidson, J., D. Hendry, F. Sraba y J. Yeo (1978). "Econometric modelling of the aggregate time series relationships between consumers expenditure and income in the U.K." Economic Journal.

Dufour, J-M. (1982). "Recursive stability analysis of linear regression relationships (an exploratory methodology)". Journal of Econometrics, 19, pág. 31-76. 

Edwards, S. (1983). "Floating Exchange Rates in Less-Developed Countries. A Monetary Analysis of the Peruvian Experience, 1950-54". Journal of Money, Credit and Banking, vol. 15, nº 1, pág. 73-81.

Kalaba, R. Y N. Rasakhoo (1986). "AIgorithms for generalized inverses". Journal of Optimization Theory and Applications, 48, pág. 427-435.

Leybourne, S.J. (1993). "Estimation and Testing of Time-varying Coefficient Regression Models in the Presence of Linear Restrictions". Journal of Forecasting, vo1.12, pág. 49-62. 

Lott, W.F. y S.C. Ray (1992). Applied Econometrics: Problems with Data Sets. The Dryden Press. San Diego: Harcourt Brace Jovanovich, Inc.

Sotoca, S. (1993). "El problema de las condiciones iniciales en los algoritmos de estimación recursiva de modelos lineales". Estadística Española, vol. 35, nº 132, pág. 89-115.

Young, P. (1984). Recursive estimation and time-series analysis. An introduction. Springer-Verlag. Heidelberg.