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~institution:"Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA"
~institution:"National Bureau of Economic Research"
~person:"Childers, David"
~subject:"Monte-Carlo-Simulation"
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Childers, David
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Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
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Differentiable State-Space Models and Hamiltonian Monte
Carlo
Estimation
Childers, David
;
Fernández-Villaverde, Jesús
;
Perla, Jesse
-
National Bureau of Economic Research
-
2022
combination of differentiable state-space models and the Hamiltonian Monte
Carlo
(HMC) sampler. First, we introduce a method for …
Persistent link: https://www.econbiz.de/10013435135
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