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Statistical algorithms for models in state space using SsfPack 2.2
Home
Publications
Statistical algorithms for models in state space using SsfPack 2.2
Statistical algorithms for models in state space using SsfPack 2.2
Authors:
SK
Siem Jan Koopman
Siem Jan Koopman
NS
Neil Shephard
Neil Shephard
JD
Jurgen A. Doornik
Jurgen A. Doornik
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1 June 1999
journal article
Published by
Oxford University Press (OUP)
in
The Econometrics Journal
Vol. 2
(1)
,
107-160
DOI:
10.1111/1368-423x.00023
Abstract
No abstract available
Keywords
KALMAN FILTERING AND SMOOTHING
MARKOV CHAIN MONTE CARLO
SIMULATION SMOOTHER
STATE SPACE
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Cited by 285 articles
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