Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations

Journal of Econometrics

Volumn 83, Issue 1-2, 1998, Pages 263-290

  Tanizaki, Hisashi ^a   Mariano, Roberto S ^b  

^a KOBE UNIVERSITY   (Japan)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Gibbs sampling; Importance sampling; Monte Carlo integration; Nonlinear state space models; Numerical integration

Indexed keywords

EID: 0001359360     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)80226-6     Document Type: Article

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