Bayesian estimation of state space models using moment conditions
A. Ronald Gallant, Raffaella Giacomini, Giuseppe Ragusa
| Year of publication: |
December 2017
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| Authors: | Gallant, A. Ronald ; Giacomini, Raffaella ; Ragusa, Giuseppe |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 201.2017, 2, p. 198-211
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| Subject: | State space models | Bayesian estimation | Moment equations | Structural models | DSGE models | Particle filter | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | DSGE-Modell | DSGE model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011918691