Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
Year of publication: |
2012
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Authors: | Qu, Zhongjun ; Tkachenko, Denis |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 3.2012, 1, p. 95-132
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Subject: | Schätztheorie | Estimation theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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