Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models

DOI10.3982/QE126zbMath1419.91454OpenAlexW1513266530MaRDI QIDQ4645399

Denis Tkachenko, Zhongjun Qu

Publication date: 10 January 2019

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe126

zbMATH Keywords

MCMCspectral domainrank conditionlocal identificationinfinite dimensional mappingnonidentification curve

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51)

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