Through the looking glass: Indirect inference via simple equilibria
Year of publication: |
2015
|
---|---|
Authors: | Calvet, Laurent E. ; Czellar, Veronika |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 185.2015, 2, p. 343-358
|
Publisher: |
Elsevier |
Subject: | Hidden Markov model | Long-run risk | Learning | Value at risk | Indirect inference | Particle filters |
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