Estimating Macroeconomic Models: A Likelihood Approach
收藏数据链接：
官方服务：
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
