Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models

B-Tier

Journal: Journal of Applied Econometrics

Year: 2017

Volume: 32

Issue: 5

Pages: 1003-1026

Authors (4)

István Barra (not in RePEc) Lennart Hoogerheide (not in RePEc) Siem Jan Koopman (Tinbergen Instituut) André Lucas (Vrije Universiteit Amsterdam)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count