Inference in dynamic stochastic general equilibrium models with possible weak identification
Year of publication: |
2014
|
---|---|
Authors: | Qu, Zhongjun |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 5.2014, 2, p. 457-494
|
Subject: | Business cycle | frequency domain | likelihood | impulse response | inference | rational expectations models | weak identification | Rationale Erwartung | Rational expectations | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Konjunktur | DSGE-Modell | DSGE model | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
-
Inference in dynamic stochastic general equilibrium models with possible weak identification
Qu, Zhongjun, (2014)
-
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A., (2016)
-
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas, (2022)
- More ...
-
Qu, Zhongjun, (2012)
-
Inference in dynamic stochastic general equilibrium models with possible weak identification
Qu, Zhongjun, (2014)
-
Searching for cointegration in a dynamic system
Qu, Zhongjun, (2007)
- More ...