DSGE Models with Student-<i>t</i>Errors (Q5080441)
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scientific article; zbMATH DE number 7534608
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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