Bayesian estimation of DSGE models

Manylion Llyfryddiaeth
Prif Awduron:	Herbst, Edward P. (Awdur), Schorfheide, Frank (Awdur)
Fformat:	Llyfr
Iaith:	English
Cyhoeddwyd:	Princeton Princeton University Press 2016.
Cyfres:	The Econometric and Tinbergen Institutes lectures
Pynciau:	Equilibrium (Economics) > Mathematical models. Bayesian statistical decision theory. Stochastic analysis.