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 |
Externí odkaz: |