Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
- 期刊名称Economics Letters
- 作者Nonejad, Nima
- 卷第133卷
- 印刷ISSN0165-1765
- 文件大小197.33KB
- 发表时间2015-08
- DOI10.1016/j.econlet.2015.04.034
- 页码35-39
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