BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS

DOI10.1017/S0266466610000599zbMath1226.62021OpenAlexW2165321580MaRDI QIDQ3100976

Thomas Flury, Neil Shephard

Publication date: 22 November 2011

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466610000599

Mathematics Subject Classification ID

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Cites Work

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• Bayesian Analysis of DSGE Models
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