Tractable latent state filtering for non-linear DSGE models using a second-order Approximation
Year of publication: |
2013-05
|
---|---|
Authors: | Kollmann, Robert |
Institutions: | Crawford School of Public Policy, Australian National University |
Subject: | Latent state filtering | estimation of DSGE models | second-order approximation | pruning | Kalman filter | particle filter | quasi-maximum likelihood |
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