Estimating linearized heterogeneous agent models using panel data
From MaRDI portal
Recommendations
- Discussion of ``Estimating linearized heterogeneous agent models using panel data
- A method for solving and estimating heterogeneous agent macro models
- Estimation of heterogeneous autoregressive parameters with short panel data
- Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
- Panel macroeconometric modeling
Cites work
- A method for solving and estimating heterogeneous agent macro models
- Accuracy and Stability of Numerical Algorithms
- Bayesian interference based only on simulated likelihood particle filter analysis of dynamic economic models
- Evaluating Derivatives
- Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
- Idiosyncratic Shocks and the Role of Nonconvexities in Plant and Aggregate Investment Dynamics
- Particle Markov Chain Monte Carlo Methods
- SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
- Solving heterogeneous-agent models by projection and perturbation
- Solving heterogeneous-agent models with parameterized cross-sectional distributions
Cited in
(5)- Equilibrium heterogeneous-agent models as measurement tools: some Monte Carlo evidence
- Discussion of ``Estimating linearized heterogeneous agent models using panel data
- Estimation of heterogeneous autoregressive parameters with short panel data
- A method for solving and estimating heterogeneous agent macro models
- Full‐information estimation of heterogeneous agent models using macro and micro data
This page was built for publication: Estimating linearized heterogeneous agent models using panel data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2191489)
