Identification using stability restrictions
Year of publication: |
September 2014
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Authors: | Magnusson, Leandro M. ; Mavroeidis, Sophocles |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 82.2014, 5, p. 1799-1851
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Subject: | GMM | identification | structural stability | Lucas critique | Momentenmethode | Method of moments | Neue klassische Makroökonomik | New classical macroeconomics | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Inflationsbekämpfung | Anti-inflation policy |
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