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

  1. Casals, J.
  2. Sotoca, S.
  3. Jerez, M.
Journal:
Economics Letters

ISSN: 0165-1765

Year of publication: 1999

Volume: 65

Issue: 3

Pages: 329-337

Type: Article

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Data source: Scopus