Bayesian inference based only on simulated likelihood particle filter analysis of dynamic economic models
T Flury, N Shephard - Econometric Theory, 2011 - cambridge.org
… These observations led to the development of new simulation-based inference strategies in the late 1980s and early 1990s. These included simulated scores, the stochastic expectation-…
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… These observations led to the development of new simulation-based inference strategies in the late 1980s and early 1990s. These included simulated scores, the stochastic expectation-…