Bayesian estimation of DSGE models

Bayesian estimation of DSGE models

Bibliografske podrobnosti
Main Authors: Herbst, Edward P. (Author), Schorfheide, Frank (Author)
Format: Knjiga
Jezik:English
Izdano: Princeton Princeton University Press 2016.
Serija:The Econometric and Tinbergen Institutes lectures
Teme:
Equilibrium (Economics) > Mathematical models.
Bayesian statistical decision theory.
Stochastic analysis.