Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models (Q4645399)

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scientific article; zbMATH DE number 6999687
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English
Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
scientific article; zbMATH DE number 6999687

    Statements

    Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models (English)
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    10 January 2019
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    infinite dimensional mapping
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    local identification
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    MCMC
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    nonidentification curve
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    rank condition
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    spectral domain
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    Identifiers