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Publication Year:
2014
Tags:
Estimation theory
Edward P. Herbst
;
Frank Schorfheide
SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS (replication data)
We develop a sequential Monte Carlo (SMC) algorithm for estimating Bayesian dynamic stochastic general equilibrium (DSGE) models; wherein a particle approximation to the...
DOI:10.15456/jae.2022321.0715019016
TXT
