Tailored randomized block MCMC methods with application to DSGE models (Q2630161)

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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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