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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    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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