Blar i BI Open på emneord "large scale models"
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A composite likelihood approach for dynamic structural models
(CAMP Working Paper Series Paper No. 10/2018;, Working paper, 2018-10-08)We describe how to use the composite likelihood to ameliorate estimation, computational, and inferential problems in dynamic stochastic general equilibrium models. We present a number of situations where the methodology ... -
A Composite Likelihood Approach for Dynamic Structural Models
(Peer reviewed; Journal article, 2021)We explain how to use the composite likelihood function to ameliorate estimation, computational and inferential problems in dynamic stochastic general equilibrium models. We combine the information present in different ...