Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
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Updated
Apr 8, 2022 - MATLAB
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Python library for adaptive Gaussian mixture state estimation. Useful for navigation and tracking in nonlinear non-Gaussian systems. Capable of incorporating negative information and other imprecise evidence.
ResNEsts and DenseNEsts: Block-based DNN Models with Improved Representation Guarantees
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