Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
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Publication:428002
DOI10.1016/j.jedc.2011.08.003zbMath1241.91133OpenAlexW3121857346MaRDI QIDQ428002
Oreste Tristani, Gianni Amisano
Publication date: 18 June 2012
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.08.003
Related Items (3)
Euro area inflation persistence in an estimated nonlinear DSGE model ⋮ Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models ⋮ Monetary policy and long‐term interest rates
Uses Software
Cites Work
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