Bayesian estimation of state space models using moment conditions
Year of publication: |
December 2017
|
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Authors: | Gallant, A. Ronald ; Giacomini, Raffaella ; Ragusa, Giuseppe |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 201.2017, 2, p. 198-211
|
Subject: | State space models | Bayesian estimation | Moment equations | Structural models | DSGE models | Particle filter | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | DSGE-Modell | DSGE model |
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