Pages that link to "Item:Q4645399"
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The following pages link to Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models (Q4645399):
Displaying 16 items.
- A Monte Carlo procedure for checking identification in DSGE models (Q1655634) (← links)
- DSGE pileups (Q1655666) (← links)
- Solving generalized multivariate linear rational expectations models (Q1657462) (← links)
- Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
- VARMA representation of DSGE models (Q1667985) (← links)
- An analytical approach to New Keynesian models under the fiscal theory (Q1673548) (← links)
- What to expect when you're calibrating: measuring the effect of calibration on the estimation of macroeconomic models (Q1734604) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Testing DSGE models by indirect inference: a survey of recent findings (Q2002449) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- Projection-based inference with particle swarm optimization (Q2246616) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
- Global identification of linearized DSGE models (Q4625069) (← links)
- Bayesian inference on structural impulse response functions (Q4629405) (← links)
- A solution to the global identification problem in DSGE models (Q6054393) (← links)