Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
From MaRDI portal
(Redirected from Publication:4586243)
Recommendations
- Inference in dynamic stochastic general equilibrium models with possible weak identification
- Frequentist inference in weakly identified dynamic stochastic general equilibrium models
- Estimation and inference with weak, semi-strong, and strong identification
- Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
Cites work
- A fast and stable method to compute the likelihood of time invariant state-space models.
- An Equilibrium Model of the Business Cycle With Household Production and Fiscal Policy
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
- Dynamic identification of dynamic stochastic general equilibrium models
- Estimation and inference with weak, semi-strong, and strong identification
- Evaluating the information matrix in linearized DSGE models
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- Frequentist inference in weakly identified dynamic stochastic general equilibrium models
- GMM with Weak Identification
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 44889 (Why is no real title available?)
- scientific article; zbMATH DE number 3443002 (Why is no real title available?)
- scientific article; zbMATH DE number 3251885 (Why is no real title available?)
- Information quantities in non-classical settings
- Maximum Likelihood Estimation of Misspecified Models
- Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Time to Build and Aggregate Fluctuations: Some New Evidence
Cited in
(19)- DSGE pileups
- Maximum likelihood estimation of the revenue function system with output-specific technical efficiency
- Generic results for establishing the asymptotic size of confidence sets and tests
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- Projection-based inference with particle swarm optimization
- Dynamic identification of dynamic stochastic general equilibrium models
- Estimation and inference with a (nearly) singular Jacobian
- Impulse response matching estimators for DSGE models
- scientific article; zbMATH DE number 3923929 (Why is no real title available?)
- Inference in dynamic stochastic general equilibrium models with possible weak identification
- Frequentist inference in weakly identified dynamic stochastic general equilibrium models
- Robust inference in nonlinear models with mixed identification strength
- Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models
- On the estimation of dynamic stochastic general equilibrium models: an empirical likelihood
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
- Maximum likelihood estimation of finite mixture model for economic data
- Locally robust inference for non-Gaussian linear simultaneous equations models
- Locally robust inference for non-Gaussian SVAR models
- Policy evaluation with sufficient macro statistics: a primer
This page was built for publication: Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4586243)
