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~institution:"Federal Reserve Board (Board of Governors of the Federal Reserve System)"
~person:"Guerrieri, Luca"
~subject:"Econometric models"
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Guerrieri, Luca
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On the application of automatic differentiation to the likelihood function for dynamic general equilibrium models
Bastani, Houtan
;
Guerrieri, Luca
-
Federal Reserve Board (Board of Governors of the …
-
2008
field of
economics
, we used Tapenade to construct derivatives for the likelihood function of any linear or linearized …
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