Econometric analysis of linearized singular dynamic stochastic general equilibrium models

DOI10.1016/j.jeconom.2005.11.008zbMath1418.62419OpenAlexW1989874667MaRDI QIDQ278276

Herman J. Bierens

Publication date: 2 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.11.008

zbMATH Keywords

estimationsingularitycalibrationdynamic general equilibrium

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamic stochastic general equilibrium theory (91B51)

Related Items (4)

Efficient GMM estimation with singular system of moment conditions ⋮ Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data ⋮ Bayesian Analysis of DSGE Models ⋮ Maximum likelihood estimation of singular systems of equations

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