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

@@ 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
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3125461230
@@ Property / OpenAlex ID: W3125461230 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
+Normal rank
@@ Property / cites work @@
+Closed-form likelihood expansions for multivariate diffusions
+Normal rank
@@ Property / cites work @@
+Comparing solution methods for dynamic equilibrium economies
+Normal rank
@@ Property / cites work @@
+The Impact of Uncertainty Shocks
@@ Property / cites work: The Impact of Uncertainty Shocks / rank @@
+Normal rank
@@ Property / cites work @@
+Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Markov-switching rational expectations models
+Normal rank
@@ Property / cites work @@
+Estimating Macroeconomic Models: A Likelihood Approach
+Normal rank
@@ Property / cites work @@
+BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
+Normal rank
@@ Property / cites work @@
+Q4225048
@@ Property / cites work: Q4225048 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic methods for aggregate growth models
@@ Property / cites work: Asymptotic methods for aggregate growth models / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive Monte Carlo filters: algorithms and theoretical analysis
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
+Normal rank
@@ Property / cites work @@
+Accuracy of Simulations for Stochastic Dynamic Models
+Normal rank
@@ Property / cites work @@
+Solving dynamic general equilibrium models using a second-order approximation to the policy function
+Normal rank