X. G. Tu

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
Chapter 1 is a survey paper for economists new to the field of a Monte Carlo simulation based method: particle filter. Particle filter can be applied to many flexible state space models such as non-linear, non-Gaussian, stochastic volatility models or stochastic volatility models with zero lower bound. These models have become increasingly popular in(More)
  • 1