Valderrama, Diego - Society for Computational Economics - SCE - 2003
replicate nonlinear features of the data. Applying the Efficient Method of
Moments (Gallant and Tauchen, 1996, 2000) methodology … Business Cycles, Efficient Method of Moments
∗This paper is based on part of my dissertation at Duke University. I wish to … includes a labor/leisure choice and an investment adjustment
cost and is solved using a nonlinear, exact solution method: value …