Marginal likelihood in state-space models: Theory and applications

M.K. Francke

    Research output: PhD ThesisPhD Thesis - Research VU Amsterdam, graduation VU Amsterdam

    246 Downloads (Pure)
    Original languageEnglish
    QualificationPhD
    Awarding Institution
    • Vrije Universiteit Amsterdam
    Supervisors/Advisors
    • Koopman, SJ, Supervisor
    • de Vos, A.F., Co-supervisor
    Award date7 Mar 2006
    Publication statusPublished - 2006

    Keywords

    • housing market
    • time series model
    • unit root
    • valuation

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