Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (Q428002)
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scientific article; zbMATH DE number 6047625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations |
scientific article; zbMATH DE number 6047625 |
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Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (English)
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18 June 2012
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DSGE models
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second-order approximation
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regime switching
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time-varying volatility
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