Structural estimation of jump-diffusion processes in macroeconomics
Year of publication: |
2007-09-14
|
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Authors: | Posch, Olaf |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Jump-diffusion estimation | Stochastic growth | Closed form solutions |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 5 pages long |
Classification: | C13 - Estimation ; E32 - Business Fluctuations; Cycles ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
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