A state-space approach to calculating the Beveridge-Nelson decomposition

By Morley J.C.  

Economics Letters, Vol. 75, Iss. 1, 2002-03 ,pp. : 123-127

Elsevier

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Efficient Likelihood Evaluation of State-Space Representations

By DeJong David N.   Liesenfeld Roman   Moura Guilherme V.   Richard Jean-Franois   Dharmarajan Hariharan  

The Review of Economic Studies, Vol. 80, Iss. 2, 2013-04 ,pp. : 538-567

Oxford University Press

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Computing minimal state space recursive equilibrium in OLG models with stochastic production

By McGovern Jaime   Morand Olivier   Reffett Kevin  

Economic Theory, Vol. 54, Iss. 3, 2013-11 ,pp. : 623-674

Springer Publishing Company

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A fast and stable method to compute the likelihood of time invariant state-space models

By Casals J.   Sotoca S.   Jerez M.  

Economics Letters, Vol. 65, Iss. 3, 1999-12 ,pp. : 329-337

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Modeling preference evolution in discrete choice models: A Bayesian state-space approach

By Lachaab Mohamed   Ansari Asim   Jedidi Kamel   Trabelsi Abdelwahed  

Quantitative Marketing and Economics, Vol. 4, Iss. 1, 2006-03 ,pp. : 57-81

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