Discussion of ``Estimating linearized heterogeneous agent models using panel data

DOI10.1016/j.jedc.2020.103882OpenAlexW3008985016MaRDI QIDQ2191490

Wouter J. Den Haan

Publication date: 25 June 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/103971/1/Wouter.pdf

zbMATH Keywords

heterogeneous agentsmisspecificationsolution techniques

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Nonlinear and stable perturbation-based approximations
• Solving heterogeneous-agent models with parameterized cross-sectional distributions
• Estimating linearized heterogeneous agent models using panel data
• Solving heterogeneous-agent models by projection and perturbation
• A method for solving and estimating heterogeneous agent macro models

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