Authors: Bognanni, Mark Herbst, Edward

Citation: Bognanni, Mark et Herbst, Edward, A sequential Monte Carlo approach to inference in multiple-equation Markov-switching models, Journal of applied econometrics , 33(1), 2018, pp. 126-140

Authors: Herbst, Edward Schorfheide, Frank

Citation: Herbst, Edward et Schorfheide, Frank, Sequential Monte Carlo sampling for DSGE models, Journal of applied econometrics , 29(7), 2014, pp. 1073-1098