The block-correlated pseudo marginal sampler for state space models
David Gunawan, Pratiti Chatterjee, Robert Kohn
| Year of publication: |
2024
|
|---|---|
| Authors: | Gunawan, David ; Chatterjee, Pratiti ; Kohn, Robert |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 4, p. 1276-1288
|
| Subject: | Block PMMH | Correlated PMMH | Dynamic stochastic general equilibrium (DSGE) model | Trimmed mean likelihood estimate | Theorie | Theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Allgemeines Gleichgewicht | General equilibrium | DSGE-Modell | DSGE model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2308109 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015533691