Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
Year of publication: |
2014
|
---|---|
Authors: | Hall, Alastair R. |
Other Persons: | Inoue, Atsushi (contributor) ; Nason, James M. (contributor) ; Rossi, Barbara (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis | Simulation | Wirkungsanalyse | Impact assessment |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economic Research Initiatives at Duke (ERID) Working Paper No. 29 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2009 erstellt |
Classification: | C32 - Time-Series Models ; E47 - Forecasting and Simulation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
Hall, Alastair R., (2014)
-
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair, (2008)
-
Testing directional forecast value in the presence of serial correlation
Blaskowitz, Oliver, (2008)
- More ...
-
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R., (2008)
-
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R., (2009)
-
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R., (2007)
- More ...