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type_genre:"Working Paper"
~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"CefES paper series"
~isPartOf:"Econometric Institute research papers"
~subject:"State space model"
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State space model
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Estimating high dimensional multivariate stochastic volatility models
Pelagatti, Matteo
;
Sbrana, Giacomo
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2020
Persistent link: https://www.econbiz.de/10012318391
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2
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
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A new approach to drawing states in state space models
McCausland, William J.
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003557167
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