Statistical algorithms for models in state space using SsfPack 2.2
Year of publication: |
1998-11-01
|
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Authors: | Shephard, Neil ; Doornik, Jurgen ; Koopman, Siem Jan |
Institutions: | Department of Economics, Oxford University |
Subject: | Kalman filtering and smoothing | Markov chain Monte Carlo | Ox | Simulation smoother | State Space |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1998-W06 |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
-
Statistical Algorithms for Models in State Space Using SsfPack 2.2
Koopman, S.J.M., (1998)
-
Statistical algorithms for models in state space using SsfPack 2.2
KOOPMAN, SIEM JAN, (1999)
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