JohannesPfeifer / Particle_FilteringLinks
Matlab Particle Filtering and Smoothing Example Code
☆46Updated 2 years ago
Alternatives and similar repositories for Particle_Filtering
Users that are interested in Particle_Filtering are comparing it to the libraries listed below
Sorting:
- Automatic Differentiation Package for MATLAB☆49Updated last year
- MATLAB implementation of standard particle filter, auxiliary particle filter, mixture particle filter, and out-of-sequence particle filte…☆35Updated 6 years ago
- Matlab code for Chebyshev interpolation, including Smolyak algorithm☆16Updated 11 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Updated 5 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Updated 3 years ago
- Simulation study of Local Projections, VARs, and related estimators☆47Updated 11 months ago
- Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models☆54Updated 5 years ago
- Code to implement efficient spatio-temporal Gaussian Process regression via iterative Kalman Filtering. KF is used to resolve the tempora…☆39Updated 7 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Updated 8 years ago
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆121Updated 6 years ago
- Solution of Dynamic Incomplete Information Models☆11Updated last year
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆18Updated 2 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Updated 6 years ago
- Official documentation☆32Updated 4 years ago
- Matlab Mex implementation☆11Updated 9 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Updated 6 years ago
- Deep Learning using Neural Network Toolbox + Finance Portfolio Selection with MorningStar☆10Updated 7 years ago
- Deep Switching State Space Model☆18Updated 9 months ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆16Updated last year
- A toolkit for implementing occasionally binding constraints in Dynare.☆48Updated last year
- LP and VAR inference under potential misspecification☆17Updated 3 weeks ago
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆101Updated this week
- Teaching material for Lectures in Dynamic Programming☆52Updated this week
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆92Updated 3 years ago
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆23Updated 2 years ago
- Repository containing vintages of oil supply news shock data☆13Updated last month
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆127Updated last year
- ☆96Updated last year
- Gradually build up a life-cycle model☆22Updated last month