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| DP15388 Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints 智库出版物
2020
作者: Borağan Aruoba; Pablo Cuba-Borda; Kenji Hilga-Flores; Frank Schorfheide; Sergio Villalvazo
  收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Bayesian estimation Effective lower bound on nominal interest rates Nonlinear filtering Nonlinear solution methods Particle mcmc |
| DP5513 Estimating Macroeconomic Models: A Likelihood Approach 智库出版物
2006
作者: Juan Francisco Rubio-Ramírez; Jesus Fernandez-Villaverde
收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Dynamic macroeconomic models Particle filtering Nonlinear and/or non-normal models Business cycle stochastic volatility |
| Combined Filtering and Parameter Estimation for Discrete-time Systems Driven by Approximately White Gaussian Noise Disturbances. 智库出版物
1988
作者: Runggaldier W; Visentin C
收藏 | 浏览/下载：2/0 | 提交时间：2019/06/18
Adaptive systems Bayes methods Discrete time systems Nonlinear filtering Parameter estimation Robust procedures |
| Introduction to the Mathematical Theory of Control Processes, Volume I: Linear Equations and Quadratic Criteria, Volume II: Nonlinear Processes. 智库出版物
1978
作者: Bellman R; Casti J
收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18
Process control, Nonlinear equations, Dynamic programming, Books, Control theory, Calculus, Sections, Mathematics, Heart, Filtering theory |
