Non-linear DSGE models, the central difference Kalman filter, and the mean shifted particle filter
Marin Møller Andreasen
| Year of publication: |
17 June 2008
|
|---|---|
| Other Persons: | Møller Andreasen, Marin (contributor) |
| Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
| Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Multivariate Analyse | Multivariate analysis | Zustandsraummodell | State space model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | Online-Ressource, 53 S., Text |
|---|---|
| Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ZDB-ID 2678180-3. - Vol. 235 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Sytemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003734516