𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Nonlinear and Dynamic Programmingby George F. Hadley

✍ Scribed by Review by: Ronald I. McKinnon


Book ID
125647939
Publisher
American Economic Association
Year
1965
Tongue
English
Weight
151 KB
Volume
55
Category
Article
ISSN
0002-8282

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Nonlinear Dynamic Structures
✍ Gallant, A. Ronald; Rossi, Peter E.; Tauchen, George πŸ“‚ Article πŸ“… 1993 πŸ› John Wiley and Sons 🌐 English βš– 734 KB
Estimating dynamic equilibrium economies
✍ JesΓΊs FernΓ‘ndez-Villaverde; Juan F. Rubio-RamΓ­rez πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 195 KB

## 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 Carlo filter exploits the nonlinear structure of the economy and evaluates the likelihood function of