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~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~person:"Koopman, Siem Jan"
~subject:"State space model"
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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State space and unobserved component models : theory and applications
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Suntory Toyota International Centre for Economics and Related Disciplines
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Exact score for time series models in state space form
Koopman, Siem Jan
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Shephard, Neil G.
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1992
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