東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Sequential Monte Carlo Macroeconomet...

Osell, Shawn.

Linked to FindBook

Google Book

Amazon

博客來

Sequential Monte Carlo Macroeconometrics.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Sequential Monte Carlo Macroeconometrics./
Author:	Osell, Shawn.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2017,
Description:	58 p.
Notes:	Source: Masters Abstracts International, Volume: 56-06.
Contained By:	Masters Abstracts International56-06(E).
Subject:	Statistics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10287719
ISBN:	9780355298758

Sequential Monte Carlo Macroeconometrics.
Osell, Shawn.

Sequential Monte Carlo Macroeconometrics. - Ann Arbor : ProQuest Dissertations & Theses, 2017 - 58 p.

Source: Masters Abstracts International, Volume: 56-06.

Thesis (M.S.)--Northern Illinois University, 2017.

Dynamic Stochastic General Equilibrium models (DSGE) are the workhorse of macroeconomic theory. In this monograph, we estimate the parameters of a DSGE model that reflect specific assumptions that macroeonomists make about certain behaviors through a hypothetical economy. After building a DSGE model, we then apply Bayesian statistical methods to estimate the parameters of the model. The Kalman Filter and Markov Chain Monte Carlo (MCMC) methods are utilized to approximate a linear, Gaussian estimation of the model's parameters. Then several non-linear applications, known as Sequential Monte Carlo (SMC) methods, are reviewed and applied to the quadratic DSGE model. SMC applications are considered better estimates of parameters, especially when the data is non-linear, or when the data contains significant outliers.

ISBN: 9780355298758Subjects--Topical Terms:

517247
Statistics.

Sequential Monte Carlo Macroeconometrics.
LDR:01705nmm a2200301 4500 001 2201595
005 20190429091133.5
008 201008s2017 ||||||||||||||||| ||eng d
020 $a 9780355298758
035 $a (MiAaPQ)AAI10287719
035 $a (MiAaPQ)niu:12904
035 $a AAI10287719
040 $a MiAaPQ $c MiAaPQ
100 1 $a Osell, Shawn. $3 3428311
245 1 0 $a Sequential Monte Carlo Macroeconometrics.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2017
300 $a 58 p.
500 $a Source: Masters Abstracts International, Volume: 56-06.
500 $a Adviser: Duchwan Ryu.
502 $a Thesis (M.S.)--Northern Illinois University, 2017.
520 $a Dynamic Stochastic General Equilibrium models (DSGE) are the workhorse of macroeconomic theory. In this monograph, we estimate the parameters of a DSGE model that reflect specific assumptions that macroeonomists make about certain behaviors through a hypothetical economy. After building a DSGE model, we then apply Bayesian statistical methods to estimate the parameters of the model. The Kalman Filter and Markov Chain Monte Carlo (MCMC) methods are utilized to approximate a linear, Gaussian estimation of the model's parameters. Then several non-linear applications, known as Sequential Monte Carlo (SMC) methods, are reviewed and applied to the quadratic DSGE model. SMC applications are considered better estimates of parameters, especially when the data is non-linear, or when the data contains significant outliers.
590 $a School code: 0162.
650 4 $a Statistics. $3 517247
650 4 $a Economic theory. $3 1556984
690 $a 0463
690 $a 0511
710 2 $a Northern Illinois University. $b Statistics. $3 2094671
773 0 $t Masters Abstracts International $g 56-06(E).
790 $a 0162
791 $a M.S.
792 $a 2017
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10287719