DSGE models with Student-\(t\) errors (Q5080441)
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scientific article; zbMATH DE number 7534608
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | DSGE models with Student-\(t\) errors |
scientific article; zbMATH DE number 7534608 |
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DSGE Models with Student-<i>t</i>Errors (English)
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31 May 2022
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Bayesian inference
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marginal likelihood
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MCMC
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Metropolis-Hastings
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particle filtering
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state-space model
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multivariate-Student-\(t\) distribution
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0.7578958868980408
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0.7429214715957642
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0.7396522164344788
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0.7391983270645142
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0.7378954291343689
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