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likelihood functionDisease
This paper catalogues formulas that are useful for estimating dynamic linear economic models. We describe algorithms for computing equilibria of an economic model and for recursively computing a Gaussian likelihood function and its gradient with respect to parameters. We apply these methods to several example economies.Econometric models
Economists increasingly use nonlinear methods to confront their theories with data. The switch from ...
Provides tools for the critical appraisal of empirical evidence in time-series econometrics as well ...
This paper focuses on one way a linearized representation of a nonlinear economic model can be used ...
This paper describes how recursive linear control and estimation theory can be applied to estimate d...
This paper presents a framework to undertake likelihood-based inference in nonlinear dynamic equilib...
Abstract: This paper presents a framework to undertake likelihood-based inference in nonlinear dynam...
The aim of this toolkit is to give students a practical introduction to linear econometric models as...
This paper compares twomethods for undertaking likelihood-based inference in dynamic equilibrium eco...
This chapter of the Handbook of Computational Economics is mostly about research on active learning ...
Linear Methods are often used to compute approximate solutions to dynamic models, as these models of...
Linear Methods are often used to compute approximate solutions to dynamic models, as these models of...
The technical treatment of these tools will enable the student to handle current journal literature,...
This chapter of the Handbook of Computational Economics is mostly about research on active learning ...
This paper describes a Markov Chain Monte Carlo algorithm that can be used to perform likelihood-bas...
Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper pro...
Economists increasingly use nonlinear methods to confront their theories with data. The switch from ...
Provides tools for the critical appraisal of empirical evidence in time-series econometrics as well ...
This paper focuses on one way a linearized representation of a nonlinear economic model can be used ...
This paper describes how recursive linear control and estimation theory can be applied to estimate d...
This paper presents a framework to undertake likelihood-based inference in nonlinear dynamic equilib...
Abstract: This paper presents a framework to undertake likelihood-based inference in nonlinear dynam...
The aim of this toolkit is to give students a practical introduction to linear econometric models as...
This paper compares twomethods for undertaking likelihood-based inference in dynamic equilibrium eco...
This chapter of the Handbook of Computational Economics is mostly about research on active learning ...
Linear Methods are often used to compute approximate solutions to dynamic models, as these models of...
Linear Methods are often used to compute approximate solutions to dynamic models, as these models of...
The technical treatment of these tools will enable the student to handle current journal literature,...
This chapter of the Handbook of Computational Economics is mostly about research on active learning ...
This paper describes a Markov Chain Monte Carlo algorithm that can be used to perform likelihood-bas...
Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper pro...
Economists increasingly use nonlinear methods to confront their theories with data. The switch from ...
Provides tools for the critical appraisal of empirical evidence in time-series econometrics as well ...
This paper focuses on one way a linearized representation of a nonlinear economic model can be used ...
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