Sequential Monte Carlo with model tempering

DOI10.1515/snde-2022-0103MaRDI QIDQ6645235

Marko Mlikota, Frank Schorfheide

Publication date: 28 November 2024

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

zbMATH Keywords

stochastic volatilitysequential Monte Carlovector autoregressionsdynamic stochastic general equilibrium modelsBayesian computations

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

This page was built for publication: Sequential Monte Carlo with model tempering