Econometric analysis of linearized singular dynamic stochastic general equilibrium models

Journal of Econometrics

Volumn 136, Issue 2, 2007, Pages 595-627

  Bierens, Herman J ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Calibration; Dynamic general equilibrium; Estimation; Singularity

Indexed keywords

CALIBRATION; DATA REDUCTION; INFORMATION ANALYSIS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING;

DATA GENERATING PROCESS; DYNAMIC GENERAL EQUILIBRIUM; ECONOMETRIC MODELS; INFORMATION MEASURE;

STOCHASTIC CONTROL SYSTEMS;

EID: 33845290559     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.11.008     Document Type: Article

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