Details about Thomas Flury

Access statistics for papers by Thomas Flury.

Last updated 2012-03-18. Update your information in the RePEc Author Service.

Short-id: pfl67

Working Papers

2009

1. Learning and filtering via simulation: smoothly jittered particle filters
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (8)

2008

2. Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
   OFRC Working Papers Series, Oxford Financial Research Centre View citations (19)
   See also Journal Article BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS, Econometric Theory, Cambridge University Press (2011) View citations (78) (2011)

Journal Articles

2011

1. BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
   Econometric Theory, 2011, 27, (5), 933-956 View citations (78)
   See also Working Paper Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models, OFRC Working Papers Series (2008) View citations (19) (2008)