Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models
Edward Herbst
| 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
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| Subject: | Kalman Filter | Likelihood estimation | Computational techniques | Zustandsraummodell | State space model | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9430-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440987