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Efficient Likelihood Evaluation in State-Space Representations

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

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Paper provided by University of Pittsburgh, Department of Economics in its series Working Papers with number 374.

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Date of creation: May 2007
Date of revision: Dec 2008
Handle: RePEc:pit:wpaper:374

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This page was last updated on 2009-11-22.

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