From 048fbcc6988ba50e65ea6f6e1fb0563362faf454 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Thu, 19 May 2016 15:38:43 +0200 Subject: [PATCH] Add reference for slice sampler --- doc/dynare.texi | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index 010e1d0a0..16343cf1c 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -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''