Stochastic model specification search for Gaussian and partial non-Gaussian state space models

Sylvia Frühwirth-Schnatter, Helga Wagner

Research output: Contribution to journal › Article › peer-review

Fields of science

@article{eb864bc14fc54be1b8447b1df0f38c6f,

title = "Stochastic model specification search for Gaussian and partial non-Gaussian state space models",

author = "Sylvia Fr{\"u}hwirth-Schnatter and Helga Wagner",

year = "2010",

month = jan,

doi = "10.1016/j.jeconom.2009.07.003",

language = "English",

volume = "154",

pages = "85--100",

journal = "Journal of Econometrics",

issn = "1872-6895",

number = "1",

}

TY - JOUR

T1 - Stochastic model specification search for Gaussian and partial non-Gaussian state space models

AU - Frühwirth-Schnatter, Sylvia

AU - Wagner, Helga

PY - 2010/1

Y1 - 2010/1

UR - http://www.ifas.jku.at

U2 - 10.1016/j.jeconom.2009.07.003

DO - 10.1016/j.jeconom.2009.07.003

M3 - Article

SN - 1872-6895

VL - 154

SP - 85

EP - 100

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 1

ER -