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Authors:
Durbin, J
Koopman, SJ
Smith, JQ
Shephard, N
Chatfield, C
Young, P
Harvey, A
Bhansali, RJ
Sahu, SK
Doornik, JA
Nelder, JA
Pitt, MK
Aitkin, M
Bartlett, MS
Chan, K
Tong, H
Diebold, FX
van Dijk, HK
Fahrmeir, L
Fruhwirth-Schnatter, S
Gamerman, D
Jacquier, E
Polson, NG
Jorgensen, B
Lundbye-Christensen, S
Kitagawa, G
Higuchi, T
Kumar, K
Lee, Y
Maravall, A
Quenneville, B
Thomson, P
Zellner, A
Citation: J. Durbin et al., Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - Discussion on the paperby Durbin and Koopman, J ROY STA B, 62, 2000, pp. 29-56
Citation: A. Zellner et Fc. Palm, Cointegration and dynamic simultaneous equations model (vol 65, pg 647, 1997), ECONOMETRIC, 68(5), 2000, pp. 1293-1293