Non-linear DSGE models and the optimized central difference particle filter (Q647657)
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scientific article; zbMATH DE number 5978517
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| English | Non-linear DSGE models and the optimized central difference particle filter |
scientific article; zbMATH DE number 5978517 |
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Non-linear DSGE models and the optimized central difference particle filter (English)
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24 November 2011
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likelihood inference
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non-linear DSGE models
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non-normal shocks
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particle filtering
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0.8506726026535034
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0.8438766002655029
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0.7789627909660339
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0.7737378478050232
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