The discretization filter: A simple way to estimate nonlinear state space models (Q5164473)
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scientific article; zbMATH DE number 7424629
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| English | The discretization filter: A simple way to estimate nonlinear state space models |
scientific article; zbMATH DE number 7424629 |
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The discretization filter: A simple way to estimate nonlinear state space models (English)
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11 November 2021
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nonlinear filtering
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discretization
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regime switching
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state space models
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DSGE models
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zero lower bound
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0.88692987
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0.8821954
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0.8767668
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0.8763684
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0.8758015
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0.8738133
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0.87183964
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