DSGE models with Student-\(t\) errors (Q5080441)

From MaRDI portal





scientific article; zbMATH DE number 7534608
Language Label Description Also known as
default for all languages
No label defined
    English
    DSGE models with Student-\(t\) errors
    scientific article; zbMATH DE number 7534608

      Statements

      DSGE Models with Student-<i>t</i>Errors (English)
      0 references
      0 references
      0 references
      31 May 2022
      0 references
      Bayesian inference
      0 references
      marginal likelihood
      0 references
      MCMC
      0 references
      Metropolis-Hastings
      0 references
      particle filtering
      0 references
      state-space model
      0 references
      multivariate-Student-\(t\) distribution
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references