A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (Q1706441)
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scientific article
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English | A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states |
scientific article |
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A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (English)
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22 March 2018
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dynamic games
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partially observed state
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heterogeneous agents
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endogenous state
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serially correlated state
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particle filter
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