Work

An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models

Year: 2015

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Yuan Yang, Lu Wang

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2577958329

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