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Scholarly Papers (1)
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1.
Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation
NBER Working Paper No. w30573
Number of pages: 80
Posted: 26 Oct 2022
Last Revised: 16 Jul 2023
David Childers
,
Jesús Fernández-Villaverde
,
Jesse Perla
,
Christopher Rackauckas
and Peifan Wu
Carnegie Mellon University, University of Pennsylvania - Department of Economics, University of British Columbia (UBC), Massachusetts Institute of Technology (MIT) and Amazon
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