Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models
Year of publication: |
April 2015
|
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Authors: | Herbst, Edward P. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 4, p. 693-705
|
Subject: | Kalman Filter | Likelihood estimation | Computational techniques | Zustandsraummodell | State space model | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory |
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