Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Giovanni Angelini, Giuseppe Cavaliere, Luca Fanelli
| Year of publication: |
2022
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|---|---|
| Authors: | Angelini, Giovanni ; Cavaliere, Giuseppe ; Fanelli, Luca |
| Subject: | bootstrap | DSGE | dynamic macroeconomic models | quasi-maximum likelihood | state space models | weak identification | Zustandsraummodell | State space model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Dynamisches Gleichgewicht | Dynamic equilibrium | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | DSGE-Modell | DSGE model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013165161