Information criteria for impulse response function matching estimation of DSGE models
Year of publication: |
2008
|
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Authors: | Hall, Alastair ; Inoue, Atsushi ; Nason, James M. ; Rossi, Barbara |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Makroökonomischer Einfluss | Zeitreihenanalyse | Dynamisches Gleichgewicht | Simulation | Schätztheorie | impulse response function | matching estimator | redundant selection criterion |
Series: | Working Paper ; 2007-10a |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 572362315 [GVK] hdl:10419/70742 [Handle] |
Classification: | C32 - Time-Series Models ; E47 - Forecasting and Simulation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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