CONSISTENT VARIANCE OF THE LAPLACE-TYPE ESTIMATORS: APPLICATION TO DSGE MODELS

DOI10.1111/iere.12169zbMath1404.91189OpenAlexW756118702MaRDI QIDQ2812315

Anna Kormilitsina, Denis Nekipelov

Publication date: 16 June 2016

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/iere.12169

zbMATH Keywords

variancedynamic stochastic general equilibrium modelsLaplace-type estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Dynamic stochastic general equilibrium theory (91B51)

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Impulse response matching estimators for DSGE models ⋮ Quasi-Bayesian model selection

Cites Work

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• Sticky wages and sectoral labor comovement
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• Bayesian Analysis of DSGE Models
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth