Pages that link to "Item:Q1668289"
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The following pages link to An auxiliary particle filter for nonlinear dynamic equilibrium models (Q1668289):
Displaying 6 items.
- Bayesian inference for nonlinear structural time series models (Q469553) (← links)
- Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter (Q617551) (← links)
- Non-linear DSGE models and the optimized central difference particle filter (Q647657) (← links)
- Tempered particle filtering (Q1740340) (← links)
- BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS (Q3100976) (← links)
- Estimating Macroeconomic Models: A Likelihood Approach (Q5427682) (← links)
