Hariharan Dharmarajan

University of Pittsburgh

135 N Bellefield Ave

Pittsburgh, PA 15260

United States

SCHOLARLY PAPERS

2

DOWNLOADS

162

CITATIONS

4

Scholarly Papers (2)

1.

Efficient Filtering in State-Space Representations

Number of pages: 30 Posted: 04 Feb 2009
University of Pittsburgh - Department of Economics, University of Pittsburgh, University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Downloads 91 (280,013)
Citation 2

Abstract:

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particle filter, adaption, efficient importance sampling, kernel density approximation

2.

Efficient Likelihood Evaluation of State-Space Representations

Number of pages: 44 Posted: 11 Feb 2012
University of Pittsburgh - Department of Economics, University of Cologne, Department of Economics, Universidade Federal de Santa Catarina (UFSC) - Department of Economics, University of Pittsburgh - Department of Economics and University of Pittsburgh
Downloads 71 (324,700)
Citation 3

Abstract:

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dynamic stochastic general equilibrium model, efficient importance sampling, kernel density approximation, particle filter