Filtering with Limited Information
收藏NBER2024-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w32754
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资源简介：
We propose a new tool to filter non-linear dynamic models that does not require the researcher to specify the model fully and can be implemented without solving the model. If two conditions are satisfied, we can use a flexible statistical model and a known measurement equation to back out the hidden
提供机构：
美国国家经济研究局
创建时间：
2024-07-01
