The econometric consequences of the ceteris paribus condition in economic theory

DOI10.1016/S0304-4076(99)00038-XzbMath0968.62081MaRDI QIDQ1574215

Herman J. Bierens, Norman R. Swanson

Publication date: 17 September 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

real business cycle modelsmissing variablesinformation measureBayesian priorceteris paribus conditionfitreality boundstochastic general equilibrium models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Efficient GMM estimation with singular system of moment conditions ⋮ Econometric analysis of linearized singular dynamic stochastic general equilibrium models ⋮ Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data ⋮ Maximum likelihood estimation of singular systems of equations ⋮ Stochastic ceteris paribus simulations

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