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20-023/III - Smooth marginalized particle filters for dynamic network effect models


  • Authors
    Dieter Wang, Vrije Universiteit Amsterdam; Julia Schaumburg, Vrije Universiteit Amsterdam
  • Publication date
    May 10, 2020
  • Keywords
    Dynamic network effects, Multiple networks, Nonlinear state-space model, Smooth marginalized particle filter, COVID-19
  • JEL
    C63, C32, C33