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A self-organizing state space model and simplex initial distribution search

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  • Koiti Yano

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Suggested Citation

  • Koiti Yano, 2008. "A self-organizing state space model and simplex initial distribution search," Computational Statistics, Springer, vol. 23(2), pages 197-216, April.
    • Handle: RePEc:spr:compst:v:23:y:2008:i:2:p:197-216
    DOI: 10.1007/s00180-007-0027-2
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    Cited by:

    1. YANO Koiti, 2009. "Dynamic Stochastic General Equilibrium Models Under a Liquidity Trap and Self-organizing State Space Modeling," ESRI Discussion paper series 206, Economic and Social Research Institute (ESRI).
    2. YANO Koiti, 2010. "Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods," ESRI Discussion paper series 231, Economic and Social Research Institute (ESRI).

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