Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation

Robert Kollmann;

doi:10.24149/gwp147

Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation

Mapping Intimacies ◽

10.24149/gwp147 ◽

2013 ◽

Vol 2013 (147) ◽

Author(s):

Robert Kollmann ◽

Keyword(s):

Order Approximation ◽

Second Order ◽

Dsge Models ◽

Second Order Approximation ◽

Non Linear

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Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation

SSRN Electronic Journal ◽

10.2139/ssrn.2275686 ◽

2013 ◽

Cited By ~ 2

Author(s):

Robert Kollmann

Keyword(s):

Order Approximation ◽

Second Order ◽

Dsge Models ◽

Second Order Approximation ◽

Non Linear

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Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning

Computational Economics ◽

10.1007/s10614-013-9418-3 ◽

2014 ◽

Vol 45 (2) ◽

pp. 239-260 ◽

Cited By ~ 17

Author(s):

Robert Kollmann

Keyword(s):

Order Approximation ◽

Second Order ◽

Dsge Models ◽

Second Order Approximation ◽

Non Linear

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Generalized Fourier series for non-linear systems: application to the study of limit cycles in second-order approximation

International Journal of Control ◽

10.1080/00207178908953396 ◽

1989 ◽

Vol 50 (3) ◽

pp. 763-772 ◽

Cited By ~ 2

Author(s):

J. G-MARGALLO ◽

J. D. BEJARANO

Keyword(s):

Fourier Series ◽

Linear Systems ◽

Limit Cycles ◽

Order Approximation ◽

Second Order ◽

Second Order Approximation ◽

Generalized Fourier Series ◽

Non Linear ◽

Non Linear Systems

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Training Algorithm of HSMC-SVM Based on Second Order Approximation

JOURNAL OF ELECTRONICS INFORMATION TECHNOLOGY ◽

10.3724/sp.j.1146.2007.00725 ◽

2011 ◽

Vol 30 (11) ◽

pp. 2746-2749

Author(s):

Tu Xu ◽

Yu Luo ◽

Da-ke He

Keyword(s):

Order Approximation ◽

Second Order ◽

Training Algorithm ◽

Second Order Approximation

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Second order approximation of wave-structure couplings

Ocean Engineering ◽

10.1016/0029-8018(93)e0005-d ◽

1995 ◽

Vol 22 (1) ◽

pp. 49-64

Author(s):

E.T. Huang ◽

Yuh-Lin Hwang

Keyword(s):

Order Approximation ◽

Wave Structure ◽

Second Order ◽

Second Order Approximation

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Existence of quasiperiodic solutions for the second-order approximation Boussinesq system

Nonlinear Analysis ◽

10.1016/j.na.2007.10.009 ◽

2008 ◽

Vol 69 (11) ◽

pp. 3734-3748

Author(s):

Claudia Valls

Keyword(s):

Order Approximation ◽

Second Order ◽

Boussinesq System ◽

Second Order Approximation ◽

Quasiperiodic Solutions

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A Second-Order Approximation to the Log-Likelihood Surface for Mixture Models, With Application to the EM Algorithm

Journal of Computational and Graphical Statistics ◽

10.1198/106186004x2570 ◽

2004 ◽

Vol 13 (3) ◽

pp. 739-750

Author(s):

Paul Fearnhead

Keyword(s):

Em Algorithm ◽

Mixture Models ◽

Order Approximation ◽

Second Order ◽

Second Order Approximation ◽

The Em Algorithm ◽

Log Likelihood

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Towards the development of a second-order approximation in activity coefficient models based on group contributions

Fluid Phase Equilibria ◽

10.1016/0378-3812(95)02846-3 ◽

1996 ◽

Vol 118 (1) ◽

pp. 1-12 ◽

Cited By ~ 17

Author(s):

J. Abildskov ◽

L. Constantinou ◽

R. Gani

Keyword(s):

Activity Coefficient ◽

Order Approximation ◽

Second Order ◽

Group Contributions ◽

Second Order Approximation ◽

Activity Coefficient Models

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Second order approximation for an optical polaron in the strong coupling case

Physica A Statistical Mechanics and its Applications ◽

10.1016/0378-4371(95)00178-6 ◽

1996 ◽

Vol 223 (3-4) ◽

pp. 418-434

Author(s):

N.N. Bogolubov

Keyword(s):

Strong Coupling ◽

Order Approximation ◽

Second Order ◽

Second Order Approximation ◽

Coupling Case

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Stability and error analysis for a second-order approximation of 1D nonlocal Schrödinger equation under DtN-type boundary conditions

10.1090/mcom/3685 ◽

2021 ◽

Author(s):

Jihong Wang ◽

Jiwei Zhang ◽

Chunxiong Zheng

Keyword(s):

Schrödinger Equation ◽

Error Analysis ◽

Boundary Conditions ◽

Schrodinger Equation ◽

Order Approximation ◽

Second Order ◽

Second Order Approximation ◽

Type Boundary ◽

Stability And Error Analysis

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