Inference in dynamic stochastic general equilibrium models with possible weak identification
Zhongjun Qu
| Year of publication: |
2014
|
|---|---|
| Authors: | Qu, Zhongjun |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 5.2014, 2, p. 457-494
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| Subject: | Business cycle | frequency domain | likelihood | impulse response | inference | rational expectations models | weak identification | Rationale Erwartung | Rational expectations | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Konjunktur | DSGE-Modell | DSGE model | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| 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/10010409930