Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030)
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scientific article; zbMATH DE number 6714750
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| English | Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models |
scientific article; zbMATH DE number 6714750 |
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Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (English)
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12 May 2017
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determinacy
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GMM
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indeterminacy
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LRE model
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identification
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maximum likelihood
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VAR
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VARMA
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0.8016600608825684
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0.7985168695449829
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0.7965379953384399
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0.7880619168281555
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