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

From MaRDI portal
scientific article; zbMATH DE number 6999687
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    10 January 2019
    0 references
    infinite dimensional mapping
    0 references
    local identification
    0 references
    MCMC
    0 references
    nonidentification curve
    0 references
    rank condition
    0 references
    spectral domain
    0 references

    Identifiers