Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves (Q5862422)

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scientific article; zbMATH DE number 7486132
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Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
scientific article; zbMATH DE number 7486132

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    Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves (English)
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    9 March 2022
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    simultaneous equation model
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    lagged dependent variable
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    weak instruments
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    identification-robust test
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    exact inference
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    Monte Carlo test
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    New Keynesian Phillips curve
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