Identification using stability restrictions
Year of publication: |
September 2014
|
---|---|
Authors: | Magnusson, Leandro M. ; Mavroeidis, Sophocles |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 82.2014, 5, p. 1799-1851
|
Subject: | GMM | identification | structural stability | Lucas critique | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Neue klassische Makroökonomik | New classical macroeconomics |
-
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper, (2013)
-
Identification of the covariance structure of earnings using the GMM estimator
Doris, Aedín, (2013)
-
Minimum distance estimation of possibly non-invertible moving average models
Gospodinov, Nikolaj, (2013)
- More ...
-
Identification Using Stability Restrictions
Magnusson, Leandro M., (2014)
-
Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve
Magnusson, Leandro M., (2009)
-
Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve
MAGNUSSON, LEANDRO M., (2010)
- More ...