Efficient Likelihood Evaluation of State-Space...

Review of Economic Studies 2013 / 04 Vol. 80; Iss. 2

Efficient Likelihood Evaluation of State-Space Representations

DeJong, D. N., Liesenfeld, R., Moura, G. V., Richard, J.-F., Dharmarajan, H.
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Volume:
80
Language:
english
Journal:
The Review of Economic Studies
DOI:
10.1093/restud/rds040
Date:
April, 2013
File:
PDF, 574 KB
english, 2013
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