Estimating the competitive storage model with stochastic trend: A particle MCMC approach
Abstract
The structural parameters of the competitive storage model with stochastic trend, completely bounded storage and i.i.d. supply shocks are estimated using particle Markov chain Monte Carlo, relying only on price data.
Date
Jun 25, 2019
11:35
— 12:00
Location
National Chung Hsing University, Taiwan
Contributed talk in the session “EC344 - Contributions in computational and Bayesian methods”
