Pages that link to "Item:Q5427682"
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The following pages link to Estimating Macroeconomic Models: A Likelihood Approach (Q5427682):
Displaying 50 items.
- On particle methods for parameter estimation in state-space models (Q254462) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- Bandwidth selection in pre-smoothed particle filters (Q340850) (← links)
- Stability of noisy Metropolis-Hastings (Q341137) (← links)
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (Q428002) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Bayesian inference for nonlinear structural time series models (Q469553) (← links)
- Learning, confidence, and option prices (Q494363) (← links)
- Nonparametric identification of dynamic models with unobserved state variables (Q528071) (← links)
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter (Q528088) (← links)
- The implications of inflation in an estimated New Keynesian model (Q543811) (← links)
- Yield curve in an estimated nonlinear macro model (Q550835) (← links)
- Euro area inflation persistence in an estimated nonlinear DSGE model (Q602963) (← links)
- Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter (Q617551) (← links)
- Iterated filtering (Q638813) (← links)
- Combining VAR and DSGE forecast densities (Q647655) (← links)
- Non-linear DSGE models and the optimized central difference particle filter (Q647657) (← links)
- Risk premia in general equilibrium (Q654607) (← links)
- Particle filters for continuous likelihood evaluation and maximisation (Q738078) (← links)
- Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment (Q964589) (← links)
- Stochastic volatility and DSGE models (Q991328) (← links)
- Using a likelihood perspective to sharpen econometric discourse: Three examples (Q1574225) (← links)
- Three types of robust Ramsey problems in a linear-quadratic framework (Q1655636) (← links)
- DSGE pileups (Q1655666) (← links)
- Envelope condition method with an application to default risk models (Q1655746) (← links)
- Assessing DSGE model nonlinearities (Q1655751) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Nonlinear adventures at the zero lower bound (Q1657533) (← links)
- Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
- Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation (Q1657648) (← links)
- An auxiliary particle filter for nonlinear dynamic equilibrium models (Q1668289) (← links)
- Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378) (← links)
- Tempered particle filtering (Q1740340) (← links)
- Learning and time-varying macroeconomic volatility (Q1991914) (← links)
- Risk matters: breaking certainty equivalence in linear approximations (Q2054835) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- Estimating dynamic equilibrium models with stochastic volatility (Q2343772) (← links)
- Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
- Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach (Q2445737) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Dynamic time series smoothing for symbolic interval data applied to neuroscience (Q2660946) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS (Q3100976) (← links)
- Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models (Q3391260) (← links)
- Particle Markov Chain Monte Carlo Methods (Q4632633) (← links)
- A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
