A Survey of Sequential Monte Carlo Methods for Economics and Finance
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474938.2011.607333
Reference149 articles.
1. Random sampling approach to state estimation in switching environments
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3. Euro area inflation persistence in an estimated nonlinear DSGE model
4. Bayesian Analysis of DSGE Models
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