Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models

István Barra, Lennart Hoogerheide, Siem Jan Koopman and Andre Lucas

Journal of Applied Econometrics, 2017, vol. 32, issue 5, 1003-1026

Date: 2017
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Working Paper: Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models (2016)
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