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

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011339869

A service of the