Smooth marginalized particle filters for dynamic network effect models
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More about this item
Keywords
Dynamic network effects; Multiple networks; Nonlinear state-space model; Smooth marginalized particle filter; COVID-19;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-05-25 (Econometrics)
- NEP-NET-2020-05-25 (Network Economics)
- NEP-ORE-2020-05-25 (Operations Research)
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