Pitt, Michael, Silva, Ralph, Giordani, Paolo and Kohn, Robert. (2012) On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. Journal of Econometrics, 171 (2). pp. 134-151. ISSN 0304-4076

Pitt, Michael K., Silva, Ralph dos Santos, Giordani, Paolo and Kohn, Robert. (2012) On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. Journal of Econometrics, Vol.171 (No.2). pp. 134-151. ISSN 0304-4076

Malik, Sheheryar and Pitt, Michael K.. (2011) Particle filters for continuous likelihood evaluation and maximisation. Journal of Econometrics, Vol.165 (No.2). pp. 190-209. ISSN 0304-4076

Malik, Sheheryar and Pitt, Michael K. (2009) Modelling stochastic volatility with leverage and jumps: a simulated maximum likelihood approach via particle filtering. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.

Pitt, Michael, Chan, David and Kohn, Robert. (2006) Efficient Bayesian inference for Gaussian copula regression models. BIOMETRIKA, 93 (3). pp. 537-554. ISSN 0006-3444

Pitt, Michael K. (2002) Smooth particle filters for likelihood evaluation and maximisation. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.

Pitt, Michael K. and Walker, S. G. (Stephen G.) (2001) Construction of stationary time series via the Gibbs sampler with application to volatility models. Working Paper. Coventry: University of Warwick, Department of Economics. (Warwick economic research papers.