Tailored randomized block MCMC methods with application to DSGE models (Q2630161)
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English | Tailored randomized block MCMC methods with application to DSGE models |
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Tailored randomized block MCMC methods with application to DSGE models (English)
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25 July 2016
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dynamic stochastic general equilibrium models
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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marginal likelihood
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randomized blocks
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tailored proposal densities
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multi modal densities
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simulated annealing
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