Tailored randomized block MCMC methods with application to DSGE models
Year of publication: |
2010
|
---|---|
Authors: | Chib, Siddhartha ; Ramamurthy, Srikanth |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 155.2010, 1, p. 19-38
|
Subject: | Markov-Kette | Markov chain | Dynamisches Gleichgewicht | Dynamic equilibrium | Monte-Carlo-Simulation | Monte Carlo simulation | DSGE-Modell | DSGE model | Theorie | Theory | Modellierung | Scientific modelling | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
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