Posterior inference on parameters in a nonlinear DSGE model via Gaussian-based filters
Year of publication: |
2020
|
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Authors: | Noh, Sanha |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 56.2020, 4, p. 795-841
|
Subject: | Nonlinear DSGE | Central Difference Kalman filter | Gaussian mixture filter | Pseudo-marginal MH | Pseudo posterior | Dynamisches Gleichgewicht | Dynamic equilibrium | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
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