Frequentist Inference in Weakly Identified DSGE Models
Year of publication: |
2009-09
|
---|---|
Authors: | Guerron-Quintana, Pablo A. ; Inoue, Atsushi ; Kilian, Lutz |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Bayes factor | Bayesian estimation | Confidence set | DSGE models | Identification | Inference | Likelihood ratio |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 7447 |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E30 - Prices, Business Fluctuations, and Cycles. General ; E50 - Monetary Policy, Central Banking and the Supply of Money and Credit. General |
Source: |
-
Frequentist inference in weakly identified dynamic stochastic general equilibrium models
GuerrĂ³n-Quintana, Pablo A., (2013)
-
Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Guerron-Quintana, Pablo, (2013)
-
Frequentist inference in weakley identified dynamic stochastic general equilibrium models
GuerrĂ³n-Quintana, Pablo A., (2013)
- More ...
-
Impulse Response Matching Estimators for DSGE Models
Guerron-Quintana, Pablo A., (2014)
-
On the Selection of Forecasting Models
Inoue, Atsushi, (2003)
-
Joint Confidence Sets for Structural Impulse Responses
Inoue, Atsushi, (2014)
- More ...