Dynare & Bayesian Estimation - Wouter den Haan
OverviewBasicsMCMCGenerated outputShocks versus modelTrendsThe big issues Calculate posterior & mode P(YjYT) _ L(YTjY)P(Y) P(YjYT) is a complex function But its …
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Dynamic Optimization Problems
www.wouterdenhaan.com1.1 Deriving first-order conditions: Certainty case iii Basically, we have replaced the inequality of the budget constraint by the (simpler) non-negativity constraint on λt.Thefirst-order conditions for this saddle-point problem are the …
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