| 청구기호 |
HB145 .H467 2016 |
| 형태사항 |
1 online resource (xix, 275 pages).
|
| 언어 |
English |
| 서지주기 |
Includes bibliographical references (pages 257-269) and index.
|
| 내용 |
Introduction to DSGE modeling and Bayesian inference -- DSGE modeling -- Turning a DSGE model into a Bayesian Model -- A crash course in Bayesian inference -- Estimation of linearized DSGE models -- Metropolis-Hasting algorithms for DSGE models -- Sequential Monte Carlo methods -- Three applications -- Estimation of nonlinear DSGE models -- From linear to nonlinear DSGE models -- Particle filters -- Combining particle filters with MH samplers -- Combining particle filters with SMC samplers.
|
| 주제 |
Equilibrium (Economics) --Mathematical models.
Bayesian statistical decision theory.
Stochastic analysis.
Econometrics.
BUSINESS & ECONOMICS --Economics --Macroeconomics. --bisacsh
POLITICAL SCIENCE --Economic Conditions. --bisacsh
Bayesian statistical decision theory. --fast --(OCoLC)fst00829019
Econometrics. --fast --(OCoLC)fst00901574
Equilibrium (Economics) --Mathematical models. --fast --(OCoLC)fst00914550
Stochastic analysis. --fast --(OCoLC)fst01133499
BUSINESS & ECONOMICS / Econometrics --bisacsh
|
| ISBN |
9781400873739q(electronic bk.)
1400873738 |
