readme.fr.txt
Creators:
Jesús Fernández-Villaverde
;
Juan F Rubio-Ramirez
From the dataset abstract
This paper compares two methods for undertaking likelihood-based inference in dynamic equilibrium economies: a sequential Monte Carlo filter and the Kalman filter. The sequential Monte...
Source: Estimating dynamic equilibrium economies: linear versus nonlinear likelihood (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/879a853b-698a-4115-b380-2f7efbada2e3/resource/cdcbf4ff-722d-4f5f-bedd-ab83f2c2565b/download/readme.fr.txt |
Last updated | November 15, 2022 |
Created | November 15, 2022 |