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~subject:"Estimation"
~subject:"Markov-Kette"
~subject:"non-linear stochastic dynamic models state space discretization"
~type_genre:"Aufsatz in Zeitschrift"
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non-linear stochastic dynamic models state space discretization
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Lkhagvasuren, Damba
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Bataa, Erdenebat
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Galindev, Ragchaasuren
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ECONIS (ZBW)
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1
Finite-state Markov chains with flexible distributions
Lkhagvasuren, Damba
;
Bataa, Erdenebat
- In:
Computational economics
61
(
2023
)
2
,
pp. 611-644
Persistent link: https://www.econbiz.de/10014228455
Saved in:
2
Worker search effort as an amplification mechanism
Gomme, Paul A.
;
Lkhagvasuren, Damba
- In:
Journal of monetary economics
75
(
2015
),
pp. 106-122
Persistent link: https://www.econbiz.de/10011569378
Saved in:
3
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
4
Discretization of highly persistent correlated AR(1) shocks
Galindev, Ragchaasuren
;
Lkhagvasuren, Damba
- In:
Journal of economic dynamics & control
34
(
2010
)
7
,
pp. 1260-1276
Persistent link: https://www.econbiz.de/10008659489
Saved in:
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