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subject:"Monte Carlo simulation"
~isPartOf:"Econometric reviews"
~person:"Kim, Young Min"
~subject:"Autokorrelation"
~subject:"Importance sampling"
~subject:"Schätzung"
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Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
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