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
Language | Label | Description | Also known as |
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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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