Dynamic Models

Jinjing LI, Cathal O'Donoghue, Gijs Dekkers

Research output: A Conference proceeding or a Chapter in BookChapter

3 Citations (Scopus)

Abstract

This chapter covers dynamic models, an important kind of multi-level model. It shows how to simulate dynamic models, discusses process and observation error, and illustrates methods for fitting models that assume only one or the other. For problems where we want to estimate process error when the magnitude of observation error is known, it introduces the SIMEX approach. Finally, it presents a brief introduction to fitting state-space models, which can estimate both process and observation error, via the Kalman filter orMarkov chainMonte Carlo.
Original languageEnglish
Title of host publicationHandbook of Microsimulation Modelling
EditorsCathal O'Donoghue
Place of PublicationBingley, UK
PublisherEmerald Group Publishing Limited
Chapter10
Pages305-343
Number of pages39
Volume293
ISBN (Print)9781783505692
DOIs
Publication statusPublished - 2014

Publication series

NameContributions to Economic Analysis
Volume293
ISSN (Print)0573-8555

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Multilevel models
Kalman filter
State-space model

Cite this

LI, J., O'Donoghue, C., & Dekkers, G. (2014). Dynamic Models. In C. O'Donoghue (Ed.), Handbook of Microsimulation Modelling (Vol. 293, pp. 305-343). (Contributions to Economic Analysis; Vol. 293). Bingley, UK: Emerald Group Publishing Limited. https://doi.org/10.1108/S0573-855520140000293009
LI, Jinjing ; O'Donoghue, Cathal ; Dekkers, Gijs. / Dynamic Models. Handbook of Microsimulation Modelling. editor / Cathal O'Donoghue. Vol. 293 Bingley, UK : Emerald Group Publishing Limited, 2014. pp. 305-343 (Contributions to Economic Analysis).
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LI, J, O'Donoghue, C & Dekkers, G 2014, Dynamic Models. in C O'Donoghue (ed.), Handbook of Microsimulation Modelling. vol. 293, Contributions to Economic Analysis, vol. 293, Emerald Group Publishing Limited, Bingley, UK, pp. 305-343. https://doi.org/10.1108/S0573-855520140000293009

Dynamic Models. / LI, Jinjing; O'Donoghue, Cathal; Dekkers, Gijs.

Handbook of Microsimulation Modelling. ed. / Cathal O'Donoghue. Vol. 293 Bingley, UK : Emerald Group Publishing Limited, 2014. p. 305-343 (Contributions to Economic Analysis; Vol. 293).

Research output: A Conference proceeding or a Chapter in BookChapter

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LI J, O'Donoghue C, Dekkers G. Dynamic Models. In O'Donoghue C, editor, Handbook of Microsimulation Modelling. Vol. 293. Bingley, UK: Emerald Group Publishing Limited. 2014. p. 305-343. (Contributions to Economic Analysis). https://doi.org/10.1108/S0573-855520140000293009