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

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

ISSN: 0165-1765

Année de publication: 1999

Volumen: 65

Número: 3

Pages: 329-337

Type: Article