Informations about AutoRegression Models and Kalman Filter

[jmagomez]

Dear Fellows,

What are the main differences between a simple AR Model and Kalman Filter?

And between Dynamic Regression and Kalman Filter?

What are the main advantages and disadvantages from Kalman Filter?

If you do not have any information about these questions, do you know any econometrics forum that could help me about this subject?

Thanks and Best Regards, José.

[jmagomez]

Hello Fellows,

Do you know any econometric forum that could help me with my recent question?

Best Regards, José.