Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Year of publication: |
2015
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Authors: | Andrews, Isaiah ; Mikusheva, Anna |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 6.2015, 1, p. 123-152
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Subject: | Maximum likelihood | C(α) test | score test | weak identification | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Statistischer Test | Statistical test |
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