Bayesian estimation of DSGE models

Bayesian estimation of DSGE models

书目详细资料
Main Authors: Herbst, Edward P. (Author), Schorfheide, Frank (Author)
格式: 图书
语言:English
出版: Princeton Princeton University Press 2016.
丛编:The Econometric and Tinbergen Institutes lectures
主题:
Equilibrium (Economics) > Mathematical models.
Bayesian statistical decision theory.
Stochastic analysis.