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Cari koleksi dengan cepat sesuai kebutuhan Anda.General circulation models predict significant and accelerating changes in local patterns of precipitation and temperature during the twenty-first century. Agriculture�s vulnerability to climate change will depend on both the biophysical impacts of climate change on crop yields and on the agricultural system�s ability to adapt to changing production conditions. Shifts in the extent an…
We propose a new method for simulation smoothing in state space models with univariate states and conditional dependence between the observation yt and the contemporaneous innovation of the state equation. Stochastic volatility models with the leverage effect are a leading example. Our method extends the HESSIAN method of McCausland (2012, Journal of Econometrics, 168, 189�206), which requ…