宏观动态的数量方法

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Methods in Macroeconomic Dynamics

This set of lecture notes is the backbone of a class on formulation, computation, and estimation of Dynamic General Equilibrium models. The notes have been written jointly with Juan Rubio-Ramirez, at Duke University. This is work in progress and I will welcome comments!

Lecture Notes 1: Introduction

Lecture Notes 2: Formulating Dynamic Equilibrium Models

Lecture Notes 3: Solving Dynamic Equilibrium Models

Lecture Notes 4: Introduction to Bayesian Econometrics

Lecture Notes 5: Monte Carlo Methods

Lecture Notes 6: Markov Chain Monte Carlo

Lecture Notes 7: Metropolis-Hastings

Lecture Notes 9: Filtering Theory

Lecture Notes 10: Model Comparison

Lecture Notes 11: Inference

Lecture Notes 12: Nonlinear and/or Non-gaussian Filtering

290388.rar (4.33 MB, 需要: 5 个论坛币) 本附件包括：

• LectureNotes_11_inference.pdf
• LectureNotes_12_filtering.pdf
• LectureNotes_1_introduction.pdf
• LectureNotes_2_model.pdf
• LectureNotes_3_solving.pdf
• LectureNotes_4_bayesian.pdf
• LectureNotes_5_montecarlo.pdf
• LectureNotes_6_mcmc.pdf
• LectureNotes_7_MH.pdf
• LectureNotes_9_filtering.pdf
• LectureNotes_10_modelcomparison.pdf

2009-2-3 21:35:00 上传

宏观动态的数量方法
需要: 5 个论坛币  [购买]

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关键词：数量方法 introduction econometrics equilibrium Monte Carlo 动态 数量

到底是什么啊

give an introduction

是讲义，英文的，This course reviews the recent advances in macroeconometric modelbuilding

up

对头

谢谢

顶

？

xiexie