Estimating dynamic equilibrium models with stochastic volatility
Jesús Fernández-Villaverde; Pablo Guerrón-Quintana; Juan F. Rubio-Ramírez
| Year of publication: |
2015
|
|---|---|
| Authors: | Fernández-Villaverde, Jesús ; Guerrón-Quintana, Pablo A. ; Rubio-Ramírez, Juan Francisco |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 1, p. 216-229
|
| Subject: | Dynamic equilibrium models | Stochastic volatility | Parameter drifting | Bayesian methods | Dynamisches Gleichgewicht | Dynamic equilibrium | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Schätzung | Estimation | 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/10011339869