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BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
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- Econometric Theory / Volume 27 / Issue 5 / October 2011
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- 17 May 2011, pp. 933-956
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Tabulation of Farebrother's Test for Linear Restrictions
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- Econometric Theory / Volume 8 / Issue 4 / December 1992
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- 18 October 2010, pp. 583-584
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Distribution of the ML Estimator of an MA(1) and a local level model
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- Econometric Theory / Volume 9 / Issue 3 / June 1993
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- 11 February 2009, pp. 377-401
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10 - Variation, Jumps, and High-Frequency Data in Financial Econometrics
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- Advances in Economics and Econometrics
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- 05 January 2013
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- 11 June 2007, pp 328-372
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LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
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- Econometric Theory / Volume 22 / Issue 4 / August 2006
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- 23 May 2006, pp. 677-719
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13 - How Accurate is the Asymptotic Approximation to the Distribution of Realised Variance?
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- Identification and Inference for Econometric Models
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- 24 February 2010
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- 17 June 2005, pp 306-331
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Preface
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp vii-xiii
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Subject index
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 377-380
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Frontmatter
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- State Space and Unobserved Component Models
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- 10 June 2004, pp i-iv
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References
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 351-372
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Contents
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- State Space and Unobserved Component Models
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- 10 June 2004, pp v-vi
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Author index
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 373-376
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Part I - State space models
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- State Space and Unobserved Component Models
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- 10 June 2004, pp 1-2
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10 - Measuring and forecasting financial variability using realised variance
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 205-235
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State Space and Unobserved Component Models
- Theory and Applications
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- 06 January 2010
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- 10 June 2004
Acknowledgements
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- State Space and Unobserved Component Models
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- 10 June 2004, pp xiv-xiv
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Part II - Testing
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 73-74
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Part III - Bayesian inference and bootstrap
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 121-122
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Part IV - Applications
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 203-204
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Power variation and stochastic volatility: a review and some new results
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 133-143
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- 2004
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