Weak identification in maximum likelihood : a question of information
Year of publication: |
2014
|
---|---|
Authors: | Andrews, Isaiah ; Mikusheva, Anna |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 104.2014, 5, p. 195-199
|
Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory |
-
Identification versus misspecification in new keynesian monetary policy models
Lindé, Jesper, (2019)
-
Identification versus misspecification in New Keynesian monetary policy models
Adolfson, Malin, (2019)
-
Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models
Herbst, Edward P., (2015)
- More ...
-
Weak Identification in Maximum Likelihood: A Question of Information
Andrews, Isaiah, (2014)
-
Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Andrews, Isaiah, (2015)
-
Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Andrews, Isaiah, (2015)
- More ...