Statistical Algorithms for Models in State Space Using SsfPack 2.2

Siem Jan Koopman, Neil Shephard () and Jurgen Doornik

No 1998-141, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Kalman filtering and smoothing; Markov chain Monte Carlo; Ox; simulation smoother; state space (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (11)

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Journal Article: Statistical algorithms for models in state space using SsfPack 2.2 (1999)
Working Paper: Statistical Algorithms for Models in State Space Using SsfPack 2.2 (1998)
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