Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models
Sebastian Giesen, Rolf Scheufele
| Year of publication: |
June 2016
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|---|---|
| Authors: | Giesen, Sebastian ; Scheufele, Rolf |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 48.2016, p. 1-18
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| Subject: | FIML | (CU)GMM | Finite sample bias | Misspecification | Monte Carlo | DSGE | Monte-Carlo-Simulation | Monte Carlo simulation | Momentenmethode | Method of moments | DSGE-Modell | DSGE model | Modellierung | Scientific modelling | Theorie | Theory | Neoklassische Synthese | Neoclassical synthesis | Dynamisches Gleichgewicht | Dynamic equilibrium | Stichprobenerhebung | Sampling | Systematischer Fehler | Bias |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2016.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011711024