An efficient minimum distance estimator for DSGE models
Year of publication: |
2011-10-31
|
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Authors: | Theodoridis, Konstantinos |
Institutions: | Bank of England |
Subject: | Minimum distance estimation | asymptotic efficiency | DSGE model estimation and evaluation | SVAR | IRFs |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Bank of England working papers Number 439 67 pages |
Classification: | C50 - Econometric Modeling. General ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
-
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