Estimating Macroeconomic Models: A Likelihood Approach
收藏NBER2006-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0321
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资源简介：
This paper shows how particle filtering allows us to undertake likelihood-based inference in dynamic macroeconomic models. The models can be nonlinear and/or non-normal. We describe how to use the output from the particle filter to estimate the structural parameters of the model, those
提供机构：
美国国家经济研究局
创建时间：
2006-02-01
