Tractable likelihood-based estimation of non-linear DSGE models using higher-order approximations

Robert Kollmann (SBS-EM, ECARES, Université libre de Bruxelles and CEPR)

Year of publication:	March 2016
Authors:	Kollmann, Robert
Publisher:	Brussels, Belgium : ECARES
Subject:	Likelihood-based estimation of non-linear DSGE models \| higher-order approximations \| pruning \| latent state variables \| DSGE-Modell \| DSGE model \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Nichtlineare Dynamik \| Nonlinear dynamics \| Schätztheorie \| Estimation theory \| Dynamisches Gleichgewicht \| Dynamic equilibrium

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