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Gauss Code For Implementing the Particle Filter


  • David DeJong
  • Chetan Dave


Collection of procedures to execute likelihood evaluation using the particle filter. The likelihood function is associated with the optimal growth model, outlined in Section 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.

Suggested Citation

  • David DeJong & Chetan Dave, 2006. "Gauss Code For Implementing the Particle Filter," QM&RBC Codes 155, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:155

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