Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter
Year of publication: |
2010
|
---|---|
Authors: | Schmitt-Grohé, Stephanie ; Uribe, Martín |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 109.2010, 3, p. 142-143
|
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Zustandsraummodell | State space model |
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