Statistical algorithms for models in state space using SsPack 2.2

S.J. Koopman, N. Shephard, J.A. Doornik

Research output: Contribution to JournalArticleAcademic

Original languageEnglish
Pages (from-to)113-166
Number of pages53
JournalJournal of Econometrics
Issue number2
Publication statusPublished - 1999

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