Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Byunguk Kang and Jean-Marie Dufour
| Year of publication: |
2021
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|---|---|
| Authors: | Kang, Byunguk ; Dufour, Jean-Marie |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 40.2021, 7, p. 657-687
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| Subject: | exact inference | identification-robust test | lagged dependent variable | Monte Carlo test | New Keynesian Phillips curve | Simultaneous equation model | weak instruments | Phillips-Kurve | Phillips curve | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Momentenmethode | Method of moments | Statistischer Test | Statistical test | VAR-Modell | VAR model | Neoklassische Synthese | Neoclassical synthesis | Mehrgleichungsmodell | Multiple equation model | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1889199 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624528