Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models |
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Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (English)
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9 February 2021
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linear Gaussian state space models
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likelihood ratio test
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Bartlett adjustment
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