Statistical algorithms for models in state space form using SsfPack 2.2

S.J.M. Koopman, N. Shephard, J.A. Doornik

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)107-166
Number of pages59
JournalThe Econometrics Journal
Volume2
Publication statusPublished - 1999

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Koopman, S. J. M., Shephard, N., & Doornik, J. A. (1999). Statistical algorithms for models in state space form using SsfPack 2.2. The Econometrics Journal, 2, 107-166.