A fast and stable method to compute the likelihood of time invariant state-space models
| Year of publication: |
1999
|
|---|---|
| Authors: | Casals, Jose ; Sotoca, Sonia ; Jerez, Miguel |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 65.1999, 3, p. 329-337
|
| Publisher: |
Elsevier |