|
|
|
Download the Latest version of the paper (PDF)
(Click Here)
|
|
| |
|
Other Downloads
|
|
|
Pseudo-Code for all the
methods (PDF)
(Click Here) |
|
|
|
|
Example 1: Model with frequent outliers.
Description and Code |
|
|
|
|
Example 2: A Dynamic Stochastic General
Equilibrium Model
Description and Code |
|
|
|
Other codes provided on request |
|
|
Contact Us
|
Contact Author:
D.N. DeJong,
Department of Economics,
University of
Pittsburgh,
Pittsburgh, PA 15260, USA;
Telephone:
412-648-2242;
Fax: 412-648-1793;
E-mail: dejong at pitt.edu. |
| Co-Authors |
|
Jean-Francois Richard - fantin at pitt.edu
Roman Liesenfeld - liesenfeld at stat-econ.uni-kiel.de
Hariharan Dharmarajan - dhh5 at pitt.edu |
|
|