Estimating dynamic equilibrium models using mixed frequency macro and financial data

Bent Jesper Christensen, Olaf Posch, Michel van der Wel

Year of publication:	September 2016
Authors:	Christensen, Bent Jesper ; Posch, Olaf ; Wel, Michel van der
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 194.2016, 1, p. 116-137
Subject:	Structural estimation \| AK-Vasicek model \| Martingale estimating function \| Schätztheorie \| Estimation theory \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Schätzung \| Estimation

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