Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
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Publication:2227060
DOI10.1016/j.jeconom.2020.04.029zbMath1464.62514OpenAlexW3020903975MaRDI QIDQ2227060
Publication date: 9 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.04.029
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Dynamic stochastic general equilibrium theory (91B51)
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