Frequentist inference in weakly identified dynamic stochastic general equilibrium models
| Year of publication: |
2013
|
|---|---|
| Authors: | Guerron-Quintana, Pablo ; Inoue, Atsushi ; Kilian, Lutz |
| Published in: |
Quantitative Economics. - New Haven, CT : The Econometric Society, ISSN 1759-7331. - Vol. 4.2013, 2, p. 197-229
|
| Publisher: |
New Haven, CT : The Econometric Society |
| Subject: | DSGE models | identification | inference | confidence sets | Bayes factor | likelihood ratio |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.3982/QE306 [DOI] 1007274492 [GVK] hdl:10419/150348 [Handle] RePEc:ecm:quante:v:4:y:2013:i:2:p:197-229 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10011599639