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@inproceedings{726819, author = {Tonner, Jaromír and Vašíček, Osvald}, address = {Ostrava}, booktitle = {Mathematical Methods in Economics 2007}, keywords = {Time-variant parameter estimation; Bootstrap filter; DSGE model; Linear rational expectations model}, language = {eng}, location = {Ostrava}, isbn = {978-80-248-1457-5}, pages = {185-190}, publisher = {Faculty of Economics, VŠB-Technical University of Ostrava}, title = {Time - variant Parameter Estimation by Bootstrap Filter}, year = {2007} }
TY - JOUR ID - 726819 AU - Tonner, Jaromír - Vašíček, Osvald PY - 2007 TI - Time - variant Parameter Estimation by Bootstrap Filter PB - Faculty of Economics, VŠB-Technical University of Ostrava CY - Ostrava SN - 9788024814575 KW - Time-variant parameter estimation KW - Bootstrap filter KW - DSGE model KW - Linear rational expectations model N2 - The analysis of time - variant parameter estimation by Bootstrap filter is presented in the contribution. Our motivation is to reliably identify substantial structural changes in economy via parameters changes. The results are shown on examples as well as on the real economic model. ER -
TONNER, Jaromír and Osvald VAŠÍČEK. Time - variant Parameter Estimation by Bootstrap Filter. In \textit{Mathematical Methods in Economics 2007}. Ostrava: Faculty of Economics, VŠB-Technical University of Ostrava, 2007, p.~185-190. ISBN~978-80-248-1457-5.
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