Details about Aart F. de Vos
Access statistics for papers by Aart F. de Vos.
Last updated 2014-10-10. Update your information in the RePEc Author Service.
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- Likelihood functions for state space models with diffuse initial conditions
Journal of Time Series Analysis, 2010, 31, (6), 407-414 View citations (14)
- Marginal likelihood and unit roots
Journal of Econometrics, 2007, 137, (2), 708-728 View citations (7)
- Seasonality and Markov switching in an unobserved component time series model
Empirical Economics, 2003, 28, (2), 365-386 View citations (3)
- Efficient Computation of Hierarchical Trends
Journal of Business & Economic Statistics, 2000, 18, (1), 51-57 View citations (11)
- Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths
Journal of Business & Economic Statistics, 1999, 17, (4), 456-65 View citations (14)
- A Synopsis of the Smoothing Formulae Associated with the Kalman Filter
Computational Economics, 1993, 6, (3-4), 177-200 View citations (1)
- An international trade flow model with zero observations: an extension of the Tobit model
Brussels Economic Review, 1992, 135, 379-404 View citations (9)
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