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 journal › Article › Scientific › peer-review

Cite this

@article{325fb6c0d64d4813b2689900340932ee,

title = "Statistical algorithms for models in state space form using SsfPack 2.2",

author = "S.J.M. Koopman and N. Shephard and J.A. Doornik",

note = "DP 98141 Pagination: 59",

year = "1999",

language = "English",

volume = "2",

pages = "107--166",

journal = "Econometrics Journal",

issn = "1368-4221",

publisher = "Oxford University Press",

}