Sims, Christopher A. (contributor); Zha, Tao (contributor) - 2004
computation on the Linux operating system. The views expressed here are
the authors’ and not necessarily those of the Federal …
(s
t
)=x
prime
t
A
+
(s
t
)+ε
prime
t
, t = 1,...,T, (1)
Pr(s
t
= i | s
t−1
= k)=p
ik
, i,k = 1,...,h, (2)
where s is an … unobserved state, y is an n×1 vector of endogenous variables, x is an m×1
vector of exogenous and lagged endogenous variables, A …