Concepedia

Kent D. Wall

KD

Statistics

Publications

18

Citations

1K

H-Index

16

Active since

1974

Affiliations

University of Virginia(Current)

Naval Postgraduate School

University of Pittsburgh

Kent D. Wall is an author at University of Virginia specializing in economics, econometrics, and state-space models.

Publications per year

1974–1998

18

Publications

18

Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter

David S. Stoffer, Kent D. Wall · Journal of the American Statistical Association · 1991 · 169 citations

Computing, Economics, Finance +17

Time Series and Dynamic Models

Kent D. Wall, Christian Gouriéroux, Alain Monfort · Journal of the American Statistical Association · 1998 · 126 citations

Social Sciences, Economics, Econometrics +14

THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES

Edwin Burmeister, Kent D. Wall · Financial Review · 1986 · 120 citations

Business, Economics, Finance +10

Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation

Edwin Burmeister, Kent D. Wall · Journal of Econometrics · 1982 · 109 citations

Computing, Economics, Mathematics +11

Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering

Edwin Burmeister, Kent D. Wall, James D. Hamilton · Journal of Business and Economic Statistics · 1986 · 77 citations

Social Sciences, Economics, Finance +13

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