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The discretization filter: A simple way to estimate nonlinear state space models - MaRDI portal

The discretization filter: A simple way to estimate nonlinear state space models (Q5164473)

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scientific article; zbMATH DE number 7424629
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The discretization filter: A simple way to estimate nonlinear state space models
scientific article; zbMATH DE number 7424629

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    The discretization filter: A simple way to estimate nonlinear state space models (English)
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    11 November 2021
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    nonlinear filtering
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    discretization
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    regime switching
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    state space models
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    DSGE models
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    zero lower bound
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