Bayesian estimation of DSGE models
Edward P. Herbst and Frank Schorfheide
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Herbst, Edward P. ; Schorfheide, Frank |
| Publisher: |
Princeton : Princeton University Press |
| Subject: | DSGE-Modell | DSGE model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Theorie | Theory | Stochastisches dynamisches System | Allgemeines Gleichgewichtsmodell | Bayes-Entscheidungstheorie | Markov-Ketten-Monte-Carlo-Verfahren |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | xix, 275 Seiten Illustrationen, Diagramme |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 257-269 und Index |
| ISBN: | 978-0-691-16108-2 |
| Classification: | Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011413601