Hauber, P., Schumacher, C., & Zhang, J. (2019). A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing. Deutsche Bundesbank.
Chicago Style (17th ed.) CitationHauber, Philipp, Christian Schumacher, and Jianchun Zhang. A Flexible State-space Model with Lagged States and Lagged Dependent Variables: Simulation Smoothing. Frankfurt am Main: Deutsche Bundesbank, 2019.
MLA (9th ed.) CitationHauber, Philipp, et al. A Flexible State-space Model with Lagged States and Lagged Dependent Variables: Simulation Smoothing. Deutsche Bundesbank, 2019.
Warning: These citations may not always be 100% accurate.