Tempered particle filtering
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Publication:1740340
DOI10.1016/j.jeconom.2018.11.003zbMath1452.62069OpenAlexW2513556803MaRDI QIDQ1740340
Edward Herbst, Frank Schorfheide
Publication date: 30 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w23448.pdf
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Monte Carlo methods (65C05) Dynamic stochastic general equilibrium theory (91B51)
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