Bayesian inference for nonlinear structural time series models
Jamie Hall; Michael K. Pitt; Robert Kohn
| Year of publication: |
2014
|
|---|---|
| Authors: | Hall, Jamie ; Pitt, Michael K. ; Kohn, Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 179.2014, 2, p. 99-111
|
| Subject: | Auxiliary particle filter | DSGE model | Multi-modal | State space model | Zustandsraummodell | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| 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/10010372659