Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
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Publication:4645399
DOI10.3982/QE126zbMath1419.91454OpenAlexW1513266530MaRDI QIDQ4645399
Publication date: 10 January 2019
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe126
MCMCspectral domainrank conditionlocal identificationinfinite dimensional mappingnonidentification curve
Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51)
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