Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
| Year of publication: |
2011
|
|---|---|
| Authors: | Amisano, Gianni ; Tristani, Oreste |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 35.2011, 12, p. 2167-2186
|