Dynamic Identification of Dynamic Stochastic General Equilibrium Models
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Publication:2892453
DOI10.3982/ECTA8916zbMath1241.91071OpenAlexW1525755869MaRDI QIDQ2892453
Publication date: 18 June 2012
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta8916
spectral factorizationmeasurement errorsstructural identificationsimilarity transformstochastic singularity
Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)
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