Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality
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- Viktor Winschel & Markus Kr‰tzig, 2010. "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, vol. 78(2), pages 803-821, March.
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More about this item
Keywords
Dynamic Stochastic General Equilibrium (DSGE) Models; Baye- sian Time Series Econometrics; Curse of Dimensionality;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- 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
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-02-09 (Central Banking)
- NEP-CMP-2008-02-09 (Computational Economics)
- NEP-DGE-2008-02-09 (Dynamic General Equilibrium)
- NEP-ECM-2008-02-09 (Econometrics)
- NEP-ETS-2008-02-09 (Econometric Time Series)
- NEP-ICT-2008-02-09 (Information and Communication Technologies)
Statistics
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