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Econometrics Paper Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.)
Siem Jan Koopman and N.G. Shephard 1992
Paper No' EM/1992/241: Read Abstract |
The London School of Economics and Political Science is a School of the University of London. It is a charity and is incorporated in England as a company limited by guarantee under the Companies Acts (Reg no. 70527).The registered office address of the School is: The London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK; Tel: +44 (0)20 7405 7686