Efficient estimation of conditionally linear and Gaussian state space models

Guilherme V. Moura; Douglas Eduardo Turatti

doi:10.1016/j.econlet.2014.07.019

Efficient estimation of conditionally linear and Gaussian state space models

Guilherme V. Moura^*, Douglas Eduardo Turatti

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Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

3 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Economics Letters
Vol/bind	124
Udgave nummer	3
Sider (fra-til)	494-499
Antal sider	6
ISSN	0165-1765
DOI	https://doi.org/10.1016/j.econlet.2014.07.019
Status	Udgivet - 3 sep. 2014
Udgivet eksternt	Ja

Adgang til dokumentet

10.1016/j.econlet.2014.07.019

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Citationsformater

@article{5938d4053f7949609755d8d69958e63b,

title = "Efficient estimation of conditionally linear and Gaussian state space models",

keywords = "Efficient importance sampling, Inflation forecasting, Nonlinear state-space models, Rao-Blackwellization",

author = "Moura, {Guilherme V.} and Turatti, {Douglas Eduardo}",

year = "2014",

month = sep,

day = "3",

doi = "10.1016/j.econlet.2014.07.019",

language = "English",

volume = "124",

pages = "494--499",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "3",

}

TY - JOUR

T1 - Efficient estimation of conditionally linear and Gaussian state space models

AU - Moura, Guilherme V.

AU - Turatti, Douglas Eduardo

PY - 2014/9/3

Y1 - 2014/9/3

KW - Efficient importance sampling

KW - Inflation forecasting

KW - Nonlinear state-space models

KW - Rao-Blackwellization

UR - http://www.scopus.com/inward/record.url?scp=84940266004&partnerID=8YFLogxK

U2 - 10.1016/j.econlet.2014.07.019

DO - 10.1016/j.econlet.2014.07.019

M3 - Journal article

AN - SCOPUS:84940266004

VL - 124

SP - 494

EP - 499

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 3

ER -