Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models
| Year of publication: |
2003-08-01
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| Authors: | Anderson, Gary S. |
| Institutions: | Society for Computational Economics - SCE |
| Keywords: | particle filters MCMC rational expectations models |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 250 |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
| Source: |
Persistent link: https://www.econbiz.de/10005706781