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Herbst, Edward P.
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1

Bias in local projections:

Herbst, Edward P. ; Johannsen, Benjamin K.
Journal of Econometrics.  240 (2024)  1 - p. 105655 , 2024
Link: https://doi.org/10.1016/..
 
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2

Online Estimation of DSGE Models 

NBER working paper series, no. w26826
Cai, Michael D ; Del Negro, Marco ; Herbst, Edward P... , 2020
Link: https://www.nber.org/pap..
 
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3

Combining Particle Filters with MH Samplers:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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4

Sequential Monte Carlo Methods:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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5

Turning a DSGE Model into a Bayesian Model:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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6

Combining Particle Filters with SMC Samplers:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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7

Three Applications:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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8

DSGE Modeling:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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9

From Linear to Nonlinear DSGE Models:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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10

A Crash Course in Bayesian Inference:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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11

Particle Filters:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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12

Metropolis-Hastings Algorithms for DSGE Models:

, In: Bayesian Estimation of DSGE Models,
Herbst, Edward P. ; Schorfheide, Frank , 2015
Link: https://doi.org/10.23943..
 
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13

Sequential Monte Carlo Sampling for DSGE Models 

NBER working paper series, no. w19152
Herbst, Edward P ; Schorfheide, Frank , 2013
Link: https://www.nber.org/pap..
 
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14

Online estimation of DSGE models:

Cai, Michael ; Del Negro, Marco ; Herbst, Edward P...
Series: Staff Report.  , 2019
Link: http://hdl.handle.net/10..
 
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15

A sequential Monte Carlo approach to inference in multiple‐..:

Bognanni, Mark ; Herbst, Edward P
URL: https://journaldata.zbw.eu/dataset/db82f097-a411-48fe-9677-1134644ce2af/resource/2b955fa6-649f-436b-a46e-61d66cdb5fb4/download/readme.bh.txt.  , 2018
Link: https://doi.org/10.15456..
 
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