Discussion of ``Estimating linearized heterogeneous agent models using panel data

DOI10.1016/J.JEDC.2020.103882MaRDI QIDQ2191490zbMATH OpenOpenAlexFDO

Authors Wouter J. Den Haan

Publication date 25 June 2020

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://eprints.lse.ac.uk/103971/1/Wouter.pdf

zbMATH Keywords

heterogeneous agentsmisspecificationsolution techniques

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Recommendations

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Cites work

• A method for solving and estimating heterogeneous agent macro models
• Estimating linearized heterogeneous agent models using panel data
• Large Sample Properties of Generalized Method of Moments Estimators
• Nonlinear and stable perturbation-based approximations
• Solving heterogeneous-agent models by projection and perturbation
• Solving heterogeneous-agent models with parameterized cross-sectional distributions

Cited in

(3)

• Estimating linearized heterogeneous agent models using panel data
• Panel macroeconometric modeling
• Estimation of heuristic switching in behavioral macroeconomic models

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