Journal of Applied Econometrics Data Archive

Istvan Barrá, André Lucas, Siem Jan Koopman, and Lennart Hoogerheide, "Joint Bayesian Analysis of Parameters and States in Non-Linear Non Gaussian State Space Models", Journal of Applied Econometrics, Vol. 32, No. 5, 2017, pp. 1003-1026.

• Readme file
• blkh-data.zip

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