Bayesian inference for nonlinear structural time series models
Year of publication: |
2014
|
---|---|
Authors: | Hall, Jamie ; Pitt, Michael K. ; Kohn, Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 179.2014, 2, p. 99-111
|
Subject: | Auxiliary particle filter | DSGE model | Multi-modal | State space model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | Theorie | Theory | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Stochastischer Prozess | Stochastic process | DSGE-Modell |
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