Switching State Space Models Likelihood Function, Filtering and Smoothing.
| Year of publication: |
1995
|
|---|---|
| Authors: | Billio, M. ; Monfort, A. |
| Subject: | MAXIMUM LIKELIHOOD | SIMULATION | ECONOMIC MODELS | SAMPLING |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 58 pages |
| Classification: | C20 - Econometric Methods: Single Equation Models. General ; C22 - Time-Series Models ; C5 - Econometric Modeling |
| Source: |
Persistent link: https://www.econbiz.de/10005641129