Efficient likelihood evaluation of state-space representations
David N. DeJong; Roman Liesenfeld; Guilherme V. Moura; Jean-François Richard and Hariharan Dharmarajan
| Year of publication: |
2013
|
|---|---|
| Authors: | DeJong, David Neil ; Liesenfeld, Roman ; Moura, Guilherme Valle ; Richard, Jean-François ; Dharmarajan, Hariharan |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 80.2013, 2, p. 538-567
|
| Subject: | Zustandsraummodell | State space model | Stochastischer Prozess | Stochastic process | Dynamische Wirtschaftstheorie | Economic dynamics | Allgemeines Gleichgewicht | General equilibrium | Analysis | Mathematical analysis |
| 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/10009754850