Estimating dynamic equilibrium models with stochastic volatility
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Publication:2343772
DOI10.1016/j.jeconom.2014.08.010zbMath1331.62464OpenAlexW3125461230MaRDI QIDQ2343772
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramıŕez, Pablo A. Guerron-Quintana
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://economics.sas.upenn.edu/sites/default/files/filevault/13-036.pdf
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Stochastic models in economics (91B70) Economic growth models (91B62)
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