1. A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models. (7th August 2017) Authors: Bognanni, Mark; Herbst, Edward Journal: Journal of applied econometrics Issue: Volume 33:Number 1(2018) Page Start: 126 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Online estimation of DSGE models. Issue 1 (21st September 2020) Authors: Cai, Michael; Del Negro, Marco; Herbst, Edward; Matlin, Ethan; Sarfati, Reca; Schorfheide, Frank Journal: Econometrics journal Issue: Volume 24:Issue 1(2021) Page Start: C33 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS. (30th July 2014) Authors: Herbst, Edward; Schorfheide, Frank Journal: Journal of applied econometrics Issue: Volume 29:Number 7(2014) Page Start: 1073 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS. (30th July 2014) Authors: Herbst, Edward; Schorfheide, Frank Journal: Journal of applied econometrics Issue: Volume 29:Number 7(2014) Page Start: 1073 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗