A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (Q1706441)

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scientific article; zbMATH DE number 6852078
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A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
scientific article; zbMATH DE number 6852078

    Statements

    A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (English)
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    22 March 2018
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    dynamic games
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    partially observed state
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    heterogeneous agents
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    endogenous state
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    serially correlated state
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    particle filter
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