Estimating dynamic equilibrium models with stochastic volatility (Q2343772): Difference between revisions

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-Q1657532
@@ Property / author: Q1657532 / rank @@
-Normal rank
@@ Property / author @@
-Juan Francisco Rubio-Ramıŕez
@@ Property / author: Juan Francisco Rubio-Ramıŕez / rank @@
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@@ Property / author @@
+Pablo A. Guerron-Quintana
@@ Property / author: Pablo A. Guerron-Quintana / rank @@
+Normal rank
@@ Property / author @@
+Juan Francisco Rubio-Ramıŕez
@@ Property / author: Juan Francisco Rubio-Ramıŕez / rank @@
+Normal rank
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Closed-form likelihood expansions for multivariate diffusions
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+Comparing solution methods for dynamic equilibrium economies
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