How to Maximize the Likelihood Function for a DSGE Model

By M. M. Andreasen. 2010

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering, Marketing

View Paper: https://www.semanticscholar.org/paper/d4b77cfe5078aaf83eddd9cffcb29d885ad4e9a4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Johannes Pfeifer
2. Benjamin Born

In Electrical and Electronic Engineering

1. Johannes Pfeifer
2. Benjamin Born

In Marketing

1. Johannes Pfeifer
2. Benjamin Born

Citations in the corpus

• Policy Risk and the Business Cycle (2014, methodology): “We deviate from Chib and Ramamurthy (2010) by using the CMAES algorithm (Hansen et al., 2003) instead of a simulated annealing as the former has been shown to be more efficient (Andreasen, 2010).”