Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models

DOI10.1080/03610918.2018.1524903zbMath1489.62377OpenAlexW2903736600MaRDI QIDQ5083887

Mohammad Taremi, Mohammad Bameni Moghadam, Farzad Eskandari

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1524903

zbMATH Keywords

DSGE modelminimum distance approachbest asymptotically normal estimation

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)

Uses Software

• Gensys

Cites Work

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