Pages that link to "Item:Q1038766"
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The following pages link to Block Kalman filtering for large-scale DSGE models (Q1038766):
Displaying 9 items.
- A system reduction method to efficiently solve DSGE models (Q318371) (← links)
- Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (Q1929441) (← links)
- Estimating the state vector of linearized DSGE models without the Kalman filter (Q2440151) (← links)
- Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach (Q2445737) (← links)
- Tailored randomized block MCMC methods with application to DSGE models (Q2630161) (← links)
- System reduction of dynamic stochastic general equilibrium models solved by \texttt{gensys} (Q2659945) (← links)
- Multiple filtering devices for the estimation of cyclical DSGE models (Q2895112) (← links)
- A New Derivation of the Cubature Kalman Filters (Q5172935) (← links)
- UD-Based Pairwise and MIMO Kalman-Like Filtering for Estimation of Econometric Model Structures (Q5853868) (← links)
