BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
| Year of publication: |
2011
|
|---|---|
| Authors: | Flury, Thomas ; Shephard, Neil |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 5 (25.3.), p. 933-957
|