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Efficient Filtering in State-Space Representations

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Author Info
David N. DeJong
Hariharan Dharmarajan
Liesenfeld Roman
Richard Jean-Francois

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Paper provided by University of Pittsburgh, Department of Economics in its series Working Papers with number 317.

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Date of creation: Jun 2007
Date of revision: Aug 2009
Handle: RePEc:pit:wpaper:317

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  1. Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2007. "How Structural Are Structural Parameters?," Levine's Bibliography 843644000000000057, UCLA Department of Economics. [Downloadable!]
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This page was last updated on 2009-11-22.


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