Frequentist inference in weakley identified dynamic stochastic general equilibrium models
Pablo Guerron-Quitana; Atsushi Inoue; Lutz Kilian
| Year of publication: |
2013
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|---|---|
| Authors: | Guerrón-Quintana, Pablo A. ; Inoue, Atsushi ; Kilian, Lutz |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 4.2013, 2, p. 197-229
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| Subject: | DSGE models | identification | inference | confidence sets | Bayes factor | likelihood ratio | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | DSGE-Modell | DSGE model | Induktive Statistik | Statistical inference | Stochastischer Prozess | Stochastic process | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010126204