How to Maximize the Likelihood Function for a DSGE Model
Year of publication: |
2008-06-19
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Authors: | Andreasen, Martin Møller |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | CMA-ES optimization routine | Multimodel objective function | Nelder-Mead simplex routine | Non-convex search space | Resampling | Simulated Annealing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 3 pages long |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C88 - Other Computer Software ; E30 - Prices, Business Fluctuations, and Cycles. General |
Source: |
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How to Maximize the Likelihood Function for a DSGE Model
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