Bayesian estimation of state space models using moment conditions

Keyphrases

• Accurate Approximation 33%
• Bayesian Estimation 100%
• Dynamic General Equilibrium Model 33%
• Dynamic Latent Variable 33%
• Estimating Equation 33%
• First-order Conditions 33%
• Moment Conditions 100%
• Moment Equations 33%
• Partial Equilibrium Model 33%
• State-space Model 100%
• Stochastic Dynamics 33%
• Stochastic Volatility 33%