Methods to estimate dynamic stochastic general equilibrium models
From MaRDI portal
Publication:1027381
DOI10.1016/j.jedc.2006.09.005zbMath1163.91488MaRDI QIDQ1027381
Publication date: 1 July 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/4fc8x822
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
91B70: Stochastic models in economics
91B62: Economic growth models
91B50: General equilibrium theory
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