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Dynamic identification of dynamic stochastic general equilibrium models - MaRDI portal

Dynamic identification of dynamic stochastic general equilibrium models (Q2892453)

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scientific article; zbMATH DE number 6047538
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English
Dynamic identification of dynamic stochastic general equilibrium models
scientific article; zbMATH DE number 6047538

    Statements

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    18 June 2012
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    structural identification
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    stochastic singularity
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    measurement errors
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    similarity transform
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    spectral factorization
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    Dynamic identification of dynamic stochastic general equilibrium models (English)
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    Identifiers