Differentiable state-space models and Hamiltonian Monte Carlo estimation
Year of publication: |
07 October 2022
|
---|---|
Authors: | Childers, David ; Fernández-Villaverde, Jesús ; Perla, Jesse ; Rackauckas, Chris ; Wu, Peifan |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Zustandsraummodell | State space model | DSGE-Modell | DSGE model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 82 Seiten) Illustrationen |
---|---|
Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP17576 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation
Childers, David, (2022)
-
Herbst, Edward P., (2019)
-
Estimating the state vector of linearized DSGE models without the Kalman filter
Kollmann, Robert, (2013)
- More ...
-
Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation
Childers, David, (2022)
-
Exploiting Symmetry in High-Dimensional Dynamic Programming
Kahou, Mahdi Ebrahimi, (2021)
-
Exploiting symmetry in high-dimensional dynamic programming
Kahou, Mahdi Ebrahimi, (2021)
- More ...