Information criteria for impulse response function matching estimation of DSGE models
Year of publication: |
2012
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Authors: | Hall, Alastair R. ; Inoue, Atsushi ; Nason, James Michael ; Rossi, Barbara |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 170.2012, 2, p. 499-518
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Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Simulation | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment |
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