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A composite likelihood framework for analyzing singular DSGE models
Qu, Zhongjun - In: The review of economics and statistics 100 (2018) 5, pp. 916-932
Persistent link: https://www.econbiz.de/10011959995
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Identification and Frequency Domain QML Estimation of Linearized DSGE Models
Qu, Zhongjun - 2011
This paper considers issues related to identification, inference and computation in linearized Dynamic Stochastic General Equilibrium (DSGE) models. We first provide a necessary and sufficient condition for the local identification of the structural parameters based on the (first and) second...
Persistent link: https://www.econbiz.de/10013133166
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Global identification in DSGE models allowing for indeterminacy
Qu, Zhongjun; Tkachenko, Denis - In: The review of economic studies 84 (2017) 3, pp. 1306-1345
Persistent link: https://www.econbiz.de/10011920056
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Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models
Qu, Zhongjun; Tkachenko, Denis - In: Journal of applied econometrics 38 (2023) 4, pp. 644-667
Persistent link: https://www.econbiz.de/10014288033