JohannesPfeifer / Particle_FilteringLinks
Matlab Particle Filtering and Smoothing Example Code
☆44Updated last year
Alternatives and similar repositories for Particle_Filtering
Users that are interested in Particle_Filtering are comparing it to the libraries listed below
Sorting:
- MATLAB implementation of standard particle filter, auxiliary particle filter, mixture particle filter, and out-of-sequence particle filte…☆36Updated 6 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆11Updated 5 years ago
- Automatic Differentiation Package for MATLAB☆49Updated last year
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆20Updated 2 years ago
- Code to implement efficient spatio-temporal Gaussian Process regression via iterative Kalman Filtering. KF is used to resolve the tempora…☆40Updated 7 years ago
- Deep Learning using Neural Network Toolbox + Finance Portfolio Selection with MorningStar☆10Updated 7 years ago
- Simulation study of Local Projections, VARs, and related estimators☆41Updated 6 months ago
- Matlab code for Chebyshev interpolation, including Smolyak algorithm☆15Updated 10 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Updated 6 years ago
- Deep Switching State Space Model☆14Updated 3 months ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Updated 7 years ago
- Solution and estimation of Markov Switching Rational Expectations / DSGE Models☆117Updated 5 years ago
- Source Code for 'Practical MATLAB Deep Learning, 2nd Edition'☆11Updated 2 years ago
- Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models☆52Updated 4 years ago
- Solution of Dynamic Incomplete Information Models☆11Updated last year
- Course website for Quantitative Methods for Monetary Economics☆10Updated 5 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Updated 4 years ago
- Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)☆86Updated 3 years ago
- Generic Code for Cubature Kalman Filter and Fixed Interval Cubature Kalman Smoother.☆11Updated 5 years ago
- Matlab codes for discretizing non-Gaussian Markov processes, based on Farmer & Toda "Discretizing Nonlinear, Non-Gaussian Markov Processe…☆16Updated last year
- Open-source software for computing the basin stability of multi-stable dynamical systems☆13Updated last year
- A MATLAB Toolbox for Solving Markov Decision Problems with Dynamic Programming☆33Updated 3 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆120Updated 8 months ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆13Updated 7 months ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Updated 5 years ago
- ☆14Updated 9 years ago
- Gradually build up a life-cycle model☆21Updated 3 months ago
- Estimation-algorithms includes MATLAB functions for the EKF, UKF, Particle Filter, and their computationally efficient variants.☆35Updated last year
- Demonstration of the Reiter method for solving models with heterogeneous agents and aggregate shocks in general equilibrium. Solves a sim…☆11Updated 7 years ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Updated 7 years ago