Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models
Gary Anderson
No 250, Computing in Economics and Finance 2003 from Society for Computational Economics
Keywords: particle; filters; MCMC; rational; expectations; models (search for similar items in EconPapers)
JEL-codes: C10 C15 (search for similar items in EconPapers)
Date: 2003-08-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:250
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