Efficient Likelihood Evaluation of State-Space Representations (Q4922019)
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scientific article; zbMATH DE number 6167404
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| English | Efficient Likelihood Evaluation of State-Space Representations |
scientific article; zbMATH DE number 6167404 |
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Efficient Likelihood Evaluation of State-Space Representations (English)
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28 May 2013
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dynamic stochastic general equilibrium model
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efficient importance sampling
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kernel density approximation
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particle filter
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0.9117324
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0.88446695
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0.87859756
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0.8769144
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0.87646854
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0.8759819
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