Efficient Likelihood Evaluation of State-Space Representations

Autor: DeJONG, DAVID N., LIESENFELD, ROMAN, MOURA, GUILHERME V., RICHARD, JEAN-FRANÇOIS, DHARMARAJAN, HARIHARAN
Zdroj: The Review of Economic Studies, 2013 Apr 01. 802 (283), 538-567.
Databáze: JSTOR Journals