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  • Search: subject:"Bayesian local likelihood estimation"
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Year of publication
Subject
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Bayes-Statistik 2 Bayesian inference 2 Bayesian local likelihood estimation 2 DSGE model 2 DSGE-Modell 2 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Estimation 2 Estimation theory 2 Schätztheorie 2 Schätzung 2 DSGE models 1 Indeterminacy 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Time varying parameters 1 VAR model 1 VAR-Modell 1 coherence function 1 connectedness 1 frequency analysis 1 frequency-varying parameter 1 model fit 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Wu, Jinshun 2 Maiti, Tapabrata 1 Wu, Luyao 1
Published in...
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Computational economics 1 The Singapore economic review 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Bayesian local likelihood estimation of time-varying dsge models : allowing for indeterminacy
Wu, Jinshun; Wu, Luyao - In: Computational economics 64 (2024) 4, pp. 2437-2476
Persistent link: https://www.econbiz.de/10015144019
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A frequency-domain analysis of medium-scale DSGE models
Wu, Jinshun; Maiti, Tapabrata - In: The Singapore economic review 67 (2022) 6, pp. 1951-1986
Persistent link: https://www.econbiz.de/10014240270
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