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A fast and stable method to compute the likelihood of state - space models with unit roots

By: Casals, José.
Contributor(s): Sotoca López, Sonia | Jerez Méndez, Miguel.
Material type: TextTextSeries: ICAE documento de trabajo;9901.Publisher: Madrid Instituto Complutense de Análisis Económico [ICAE] 1999Description: 11 p. tabl. 22 cm.Subject(s): MODELOS ECONOMETRICOS
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