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Chapter 9. Solution and Estimation Methods for DSGE Models
Fernández-Villaverde, J.; Rubio-Ramírez, J.F.; … - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 527-724). 2016
This chapter provides an overview of solution and estimation techniques for dynamic stochastic general equilibrium models. We cover the foundations of numerical approximation techniques as well as statistical inference and survey the latest developments in the field.
Persistent link: https://www.econbiz.de/10014024288
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Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel - 2016
Persistent link: https://www.econbiz.de/10011399615
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Chapter 5: Exponential and logarithmic functions
Todorova, Tamara - 2010
applied statistics or econometrics. The key purpose of the problems book is to provide a variety of problems with solutions …
Persistent link: https://www.econbiz.de/10011774202
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Stacked Difference-in-Differences
Wing, Coady; Freedman, Seth; Hollingsworth, Alex - National Bureau of Economic Research - 2024
This paper introduces the concept of a "trimmed aggregate ATT," which is a weighted average of a set of group-time average treatment effect on the treated (ATT) parameters identified in a staggered adoption difference-in-differences (DID) design. The set of identified group-time ATTs that...
Persistent link: https://www.econbiz.de/10014468254
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Estimation of parameters in the presence of model misspecification and measurement error
Swamy, Paravastu A. V. B.; Tavlas, George S.; Hall, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-33
Persistent link: https://www.econbiz.de/10009515147
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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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A framework for eliciting, incorporating, and disciplining identification beliefs in linear models
DiTraglia, Francis J.; García Jimeno, Camilo - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1038-1053
Persistent link: https://www.econbiz.de/10012653223
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Comparison of system dynamics calibration and econometric estimation
Arthur, Daniel J. W. - In: Feedback economics : economic modeling with system dynamics, (pp. 163-189). 2021
System dynamics and econometrics have traditionally been seen as contrasting and sometimes conflicting approaches for … through optimisation, whereas simulation as an estimation procedure is much less common in econometrics . A comparison of … economic modelling, which may lead to overspecified models from an econometrics perspective, where the typical criterion is …
Persistent link: https://www.econbiz.de/10012604484
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Sparse estimation of huge networks with a block-wise structure
Moscone, Francesco; Tosetti, Elisa; Vinciotti, Veronica - In: The econometrics journal 20 (2017) 3, pp. 61-85
Persistent link: https://www.econbiz.de/10011805012
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Chapter 8 Growth Econometrics
Durlauf, Steven N.; Johnson, Paul A.; Temple, Jonathan R.W. - 2005
econometrics, the major statistical tools that have been employed to provide structural explanations for these facts, and the …
Persistent link: https://www.econbiz.de/10014023779