Template-Type: ReDIF-Paper 1.0 Number: W20&113. Handle: RePEc:nuf:econwp:9620 Title: Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space model Author-Name:Michael K Pitt Author-Name: Neil Shephard File-URL: http://www.nuff.ox.ac.uk/economics/papers/1996/w20/conpar2.ps File-Format: application/postscript File-URL: http://www.nuff.ox.ac.uk/economics/papers/1996/w20/conpar2.zip File-Format: application/zipped Publication-Status: forthcoming, Journal of Time Series Analysis, 19, 1998.