Department of Economics and Business Economics

Joint Bayesian Analysis of Parameters and States in Nonlinear non-Gaussian State Space Models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • István Barra, Vrije Universiteit Amsterdam, Netherlands
  • Lennart Hoogerheide, Vrije Universiteit Amsterdam, Netherlands
  • Simon Johannes Maria Koopman
Original languageEnglish
JournalJournal of Applied Econometrics
Volume32
Issue5
Pages (from-to)1003–1026
ISSN0883-7252
DOIs
Publication statusPublished - 2017

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