Bayesian estimation of state space models using moment conditions (2017)

First Author: Gallant A
Attributed to:  The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2017.08.003

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2017.08.003

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2