Gauss Code For Implementing the Particle Filter
AbstractCollection of procedures to execute likelihood evaluation using the particle filter. The likelihood function is associated with the optimal growth model, outlined in Section 10.2.2.2. of Macroeconometric Analysis. The authors request that use of these code in published work be acknowledged by citation of the textbook Macroeconometric Analysis, as well by the citation of any other researchers recognized within the documentation that accompanies the code.
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Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 155.
Programming language: GAUSS
Date of creation: 2006
Date of revision:
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