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The HESSIAN method for models...
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The Hessian method (highly efficient state smoothing, in a nutshell)
McCausland, William J.
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contributor
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2008
Persistent link: https://www.econbiz.de/10003726412
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A new approach to drawing states in state space models
McCausland, William J.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003557167
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