Estimating Macroeconomic Models: A Likelihood Approach
Top Cited Papers
- 1 October 2007
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 74 (4) , 1059-1087
- https://doi.org/10.1111/j.1467-937x.2007.00437.x
Abstract
No abstract availableKeywords
All Related Versions
This publication has 32 references indexed in Scilit:
- Convergence Properties of the Likelihood of Computed Dynamic ModelsEconometrica, 2006
- Estimating dynamic equilibrium economies: linear versus nonlinear likelihoodJournal of Applied Econometrics, 2005
- Comparing solution methods for dynamic equilibrium economiesJournal of Economic Dynamics and Control, 2005
- Likelihood-Based Estimation of Latent Generalized ARCH StructuresEconometrica, 2004
- A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHODEconometric Theory, 2004
- A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian trackingIEEE Transactions on Signal Processing, 2002
- The Long and Large Decline in U.S. Output VolatilityBrookings Papers on Economic Activity, 2001
- Sequential Monte Carlo Methods in PracticePublished by Springer Nature ,2001
- Frontiers of Business Cycle ResearchPublished by Walter de Gruyter GmbH ,1995
- Understanding the Metropolis-Hastings AlgorithmThe American Statistician, 1995