Simulation-Based Inference in Nonlinear State-Space Models: Application to Testing the Permanent Income Hypothesis

Author

Roberto S. Mariano, Singapore Management UniversityFollow
Hisashi Tanizaki

Publication Type

Book Chapter

Publication Date

2000

Discipline

Economics

Research Areas

Econometrics

Publication

Simulation-Based Inference in Econometrics: Methods and Applications

First Page

218

Last Page

234

ISBN

9780521591126

Identifier

10.1017/CBO9780511751981.013

Publisher

Cambridge University Press

Citation

Mariano, Roberto S. and Tanizaki, Hisashi. Simulation-Based Inference in Nonlinear State-Space Models: Application to Testing the Permanent Income Hypothesis. (2000). Simulation-Based Inference in Econometrics: Methods and Applications. 218-234.
Available at: https://ink.library.smu.edu.sg/soe_research/581

Additional URL

https://doi.org/10.1017/CBO9780511751981.013