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Convergence Properties of the Likelihood of Computed Dynamic Models

, , and . Econometrica, 74 (1): 93--119 (Jan 1, 2006)doi: 10.1111/j.1468-0262.2006.00650.x.

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A, B, C's (and D)'s for Understanding VARs, , and . Working Paper, 308. National Bureau of Economic Research, (June 2005)Comparing solution methods for dynamic equilibrium economies, , and . Working Paper, 2003-27. Federal Reserve Bank of Atlanta, (2003)A generalization of the endogenous grid method, and . Journal of Economic Dynamics and Control, 31 (8): 2698-2712 (August 2007)available at http://ideas.repec.org/a/eee/dyncon/v31y2007i8p2698-2712.html.Comparing solution methods for dynamic equilibrium economies, , and . Journal of Economic Dynamics and Control, 30 (12): 2477-2508 (December 2006)available at http://ideas.repec.org/a/eee/dyncon/v30y2006i12p2477-2508.html.Comparing dynamic equilibrium models to data: a Bayesian approach, and . Journal of Econometrics, 123 (1): 153--187 (November 2004)Solving DSGE models with perturbation methods and a change of variables, and . Journal of Economic Dynamics and Control, 30 (12): 2509--2531 (December 2006)Convergence Properties of the Likelihood of Computed Dynamic Models, , and . Econometrica, 74 (1): 93--119 (Jan 1, 2006)doi: 10.1111/j.1468-0262.2006.00650.x.