How to Maximize the Likelihood Function for a DSGE Model

Martin Andreasen

Computational Economics, 2010, vol. 35, issue 2, 127-154

Keywords: CMA-ES optimization routine; Multimodel objective function; Nelder–Mead simplex routine; Non-convex search space; Resampling; Simulated Annealing; C61; C88; E30 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (28)

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Working Paper: How to Maximize the Likelihood Function for a DSGE Model (2008)
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DOI: 10.1007/s10614-009-9182-6

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