Travail de recherche/Working paper
| Titre: |
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| Auteur: | Kollmann, Robert |
| Statut de publication: | Publié, 2013-05 |
| series: | ECARES Working Papers, ECARES 2013-24 |
| Sujet CREF: | Economie |
| Sujet JEL: | Computational Techniques |
| Computable General Equilibrium Models | |
| Prices, Business Fluctuations, and Cycles: Forecasting and Simulation | |
| Volumes/pages: | 19 p. |
| Mots-clés: | latent state filtering |
| estimation of DSGE models | |
| second-order approximation | |
| pruning | |
| Kalman filter | |
| particle filter | |
| quasi-maximum likelihood | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/143755 |
