Tractable latent state filtering for non-linear DSGE models using a second-order approximation and pruning
Robert Kollmann
| Year of publication: |
2015
|
|---|---|
| Authors: | Kollmann, Robert |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 2, p. 239-260
|
| Subject: | Latent state filtering | DSGE model estimation | Second-order approximation | Pruning | Quadratic Kalman filter | Zustandsraummodell | State space model | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | DSGE-Modell | DSGE model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011325720