DSGE Models with Student-<i>t</i>Errors (Q5080441): Difference between revisions

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Latest revision as of 04:33, 29 July 2024

scientific article; zbMATH DE number 7534608
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English
DSGE Models with Student-<i>t</i>Errors
scientific article; zbMATH DE number 7534608

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    DSGE Models with Student-<i>t</i>Errors (English)
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    31 May 2022
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    Bayesian inference
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    marginal likelihood
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    MCMC
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    Metropolis-Hastings
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    particle filtering
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    state-space model
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    multivariate-Student-\(t\) distribution
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