1. Forecasting Structural Time Series Models and the Kalman Filter;Harvey,1989
2. Time Series Analysis by State Space Methods;Durbin,2012
3. Kalman’s expanding influence in the econometrics discipline;Wilcox;IFAC-PapersOnLine,2017
4. A Bayesian approach to estimation of time-varying regression coefficients;Sarris;Ann. Econ. Soc. Meas.,1973
5. A survey of stochastic parameter regression;Rosenberg;Ann. Econ. Soc. Meas.,1973