Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Year of publication: |
March 2015
|
---|---|
Authors: | Andrews, Isaiah ; Mikusheva, Anna |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 6.2015, 1, p. 123-152
|
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 |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE331 [DOI] hdl:10419/150382 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Andrews, Isaiah, (2015)
-
Inference in dynamic stochastic general equilibrium models with possible weak identification
Qu, Zhongjun, (2014)
-
Comparing different data descriptors in indirect inference tests on DSGE models
Minford, Patrick, (2016)
- More ...
-
Weak Identification in Maximum Likelihood: A Question of Information
Andrews, Isaiah, (2014)
-
Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Andrews, Isaiah, (2015)
-
Conditional inference with a functional nuisance parameter
Andrews, Isaiah, (2016)
- More ...