Bayesian estimation of DSGE models

Bayesian estimation of DSGE models

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Herbst, Edward P. (Údar), Schorfheide, Frank (Údar)
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Princeton Princeton University Press 2016.
Sraith:The Econometric and Tinbergen Institutes lectures
Ábhair:
Equilibrium (Economics) > Mathematical models.
Bayesian statistical decision theory.
Stochastic analysis.