DSGE models with student-t errors
Siddhartha Chib and Srikanth Ramamurthy
| Year of publication: |
2014
|
|---|---|
| Authors: | Chib, Siddhartha ; Ramamurthy, Srikanth |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 33.2014, 1/4, p. 152-171
|
| Subject: | Bayesian inference | Marginal likelihood | MCMC | Metropolis-Hastings | Particle-filtering | State-space model | Multivariate-student-t distribution | Bayes-Statistik | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010358321