Efficient Likelihood Evaluation of State-Space Representations

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

Publisher: Oxford University Press

ISSN: 0034-6527

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

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Abstract