Posterior inference on parameters in a nonlinear DSGE model via Gaussian-based filters
Sanha Noh
| Year of publication: |
2020
|
|---|---|
| Authors: | Noh, Sanha |
| Subject: | Nonlinear DSGE | Central Difference Kalman filter | Gaussian mixture filter | Pseudo-marginal MH | Pseudo posterior | Zustandsraummodell | State space model | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | DSGE-Modell | DSGE model | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09944-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390473