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