Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models (Q4586243)

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scientific article; zbMATH DE number 6935760
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Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
scientific article; zbMATH DE number 6935760

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    Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models (English)
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    12 September 2018
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    maximum likelihood
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    \(C(\alpha)\) test
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    score test
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    weak identification
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