Sequential Monte Carlo sampling for DSGE models
Year of publication: |
2012
|
---|---|
Authors: | Herbst, Edward P. ; Schorfheide, Frank |
Publisher: |
Philadelphia, Pa. : Federal Reserve Bank of Philadelphia, Research Dep. |
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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