Tempered particle filtering
Edward Herbst, Frank Schorfheide
| Year of publication: |
2019
|
|---|---|
| Authors: | Herbst, Edward P. ; Schorfheide, Frank |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 210.2019, 1, p. 26-44
|
| Subject: | Bayesian analysis | DSGE models | Monte Carlo methods | Nonlinear filtering | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Zustandsraummodell | State space model | DSGE-Modell | DSGE model | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303367