Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models

Research output: Working paperProfessional

Abstract

István Barra, VU University Amsterdam, Duisenberg School of Finance, the Netherlands; Lennart Hoogerheide, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam; André Lucas, VU University Amsterdam, the Netherlands
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages36
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-118/III

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