A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
A. Ronald Gallant, Han Hong, Ahmed Khwaja
| Year of publication: |
March 2018
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|---|---|
| Authors: | Gallant, A. Ronald ; Hong, Han ; Khwaja, Ahmed |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 203.2018, 1, p. 19-32
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| Subject: | Dynamic games | Partially observed state | Heterogeneous agents | Endogenous state | Serially correlated state | Particle filter | Schätztheorie | Estimation theory | Dynamisches Spiel | Dynamic game | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974601