Bayesian estimation of state space models using moment conditions
Year of publication: |
December 2017
|
---|---|
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
|
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 |
-
Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints
Aruoba, S. Borağan, (2021)
-
The accuracy of linear and nonlinear estimation in the presence of the zero lower bound
Atkinson, Tyler, (2018)
-
How the baby boomers' retirement wave distorts model-based output gap estimates
Wolters, Maik H., (2016)
- More ...
-
Generalized method of moments with latent variables
Gallant, A. Ronald, (2013)
-
Generalised method of moments with latent variables
Gallant, A. Ronald, (2013)
-
Identification et convergence en régression semi-non-paramétrique
Gallant, A. Ronald, (1985)
- More ...