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  • Search: subject:"Reverse mode differentiation"
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Year of publication
Subject
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Bayesian estimation 2 DSGE 2 Hamiltonian Monte Carlo 2 No U-Turn Sampler 2 Reverse mode differentiation 2 Bayes-Statistik 1 Bayesian inference 1 DSGE model 1 DSGE-Modell 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Estimation theory 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Schätztheorie 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Duncan, Alfred 2
Published in...
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Discussion papers / University of Kent, School of Economics 1 School of Economics Discussion Papers 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Reverse mode differentiation for DSGE models
Duncan, Alfred - 2021
This paper provides a reverse mode derivative for DSGE models. Reverse mode differentiation enables the efficient …
Persistent link: https://www.econbiz.de/10012664391
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Cover Image
Reverse mode differentiation for DSGE models
Duncan, Alfred - 2021 - This version: July 2021
This paper provides a reverse mode derivative for DSGE models. Reverse mode differentiation enables the efficient …
Persistent link: https://www.econbiz.de/10012625302
Saved in:
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