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~isPartOf:"Finance and economics discussion series"
~language:"eng"
~person:"Dorion, Christian"
~person:"Scaillet, Olivier"
~person:"Schorfheide, Frank"
~subject:"Estimation theory"
~subject:"State space model"
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Estimation theory
State space model
Dynamic equilibrium
2
Dynamisches Gleichgewicht
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Monte Carlo simulation
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Monte-Carlo-Simulation
2
Schätztheorie
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Adaptive algorithms
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density forecasts
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online estimation,sequential Monte Carlo methods
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Dorion, Christian
Scaillet, Olivier
Schorfheide, Frank
Herbst, Edward P.
3
Berkowitz, Jeremy
2
Bertanha, Marinho
2
Kilian, Lutz
2
McCallum, Andrew H.
2
Seegert, Nathan
2
Birgean, Ionel
1
Bognanni, Mark
1
Cai, Michael
1
Chung, Hess
1
Del Negro, Marco
1
French, Mark W.
1
Fuentes-Albero, Cristina
1
Matlin, Ethan
1
McElroy, Tucker
1
Mehta, J. S.
1
Nakata, Taisuke
1
Nalewaik, Jeremy
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Paustian, Matthias
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Payne, Alexis
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Pfajfar, Damjan
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Pritsker, Matt
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Sarfati, Reca
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Singamsetti, Rao N.
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Swamy, Paravastu A. V. B.
1
Szerszen, Pawel J.
1
Tonetti, Christopher
1
Trimbur, Thomas M.
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Wei, Min
1
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Finance and economics discussion series
Research paper series / Swiss Finance Institute
7
Journal of econometrics
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NBER Working Paper
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NBER working paper series
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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FRB of Philadelphia Working Paper
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The econometrics journal
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Working paper / National Bureau of Economic Research, Inc.
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CREATES research paper
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Cowles Foundation discussion paper
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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FRB of New York Staff Report
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IRES discussion papers
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International finance discussion papers
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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PIER Working Paper
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Review of economic dynamics
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Rotman School of Management Working Paper
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Staff reports / Federal Reserve Bank of New York
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Swiss Finance Institute Research Paper 06-30
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The Econometric and Tinbergen Institutes lectures
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Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388566
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2
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10010431737
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