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




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