Efficient estimation of conditionally linear and Gaussian...

Efficient estimation of conditionally linear and Gaussian state space models

Moura, Guilherme V., Turatti, Douglas Eduardo
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Volume:
124
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2014.07.019
Date:
September, 2014
File:
PDF, 1.24 MB
english, 2014
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