A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
type: Item
instance of: scholarly article
title: A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
zbMATH Open document ID: 1386.62074
author: A. Ronald Gallant
author: Han Hong
author: Ahmed Khwaja
published in: Journal of Econometrics
publication date: 2018-03-22T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91A25
zbMATH DE Number: 6852078
zbMATH Keywords: dynamic games
zbMATH Keywords: partially observed state
zbMATH Keywords: heterogeneous agents
zbMATH Keywords: endogenous state
zbMATH Keywords: serially correlated state
zbMATH Keywords: particle filter
MaRDI profile type: Publication
full work available at URL: j.jeconom.2017.04.004
OpenAlex ID: W2771159797
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DOI: 10.1016/J.JECONOM.2017.04.004
description: scientific article; zbMATH DE number 6852078