Sequential Monte Carlo sampling for DSGE models
Year of publication: |
2014
|
---|---|
Authors: | Herbst, Edward P. ; Schorfheide, Frank |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 29.2014, 7, p. 1073-1098
|
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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