Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models

DOI10.3982/QE331zbMath1396.91407OpenAlexW1541427789MaRDI QIDQ4586243

Isaiah Andrews, Anna Mikusheva

Publication date: 12 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe331

zbMATH Keywords

score testmaximum likelihoodweak identification\(C(\alpha)\) test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Generalizations of martingales (60G48) Dynamic stochastic general equilibrium theory (91B51)

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