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Add reference for slice sampler

time-shift
Johannes Pfeifer 2016-05-19 15:38:43 +02:00
parent ddaada1a16
commit 048fbcc698
1 changed files with 6 additions and 1 deletions
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doc/dynare.texi
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@ -5508,7 +5508,8 @@ Use the Independent Metropolis-Hastings algorithm where the proposal distributio
Random Walk Metropolis-Hastings algorithm - does not depend on the state of the chain.
@item 'slice'
Instructs Dynare to use the Slice sampler. Note that @code{'slice'} is incompatible with
Instructs Dynare to use the Slice sampler of @cite{Planas, Ratto, and Rossi (2015)}.
Note that @code{'slice'} is incompatible with
@code{prior_trunc=0}.
@end table
@ -13544,6 +13545,10 @@ Pearlman, Joseph, David Currie, and Paul Levine (1986): ``Rational
expectations models with partial information,'' @i{Economic
Modelling}, 3(2), 90--105
@item
Planas, Christophe, Marco Ratto and Alessandro Rossi (2015): ``Slice sampling in Bayesian estimation
of DSGE models''
@item
Pfeifer, Johannes (2013): ``A Guide to Specifying Observation Equations for the Estimation of DSGE Models''