Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models

Quantitative Economics

Volumn 3, Issue 1, 2012, Pages 95-132

  Qu, Zhongjun ^a   Tkachenko, Denis ^a  

^a USA   (United States)

Author keywords

Infinite dimensional mapping; Local identification; MCMC; Nonidentification curve; Rank condition; Spectral domain

Indexed keywords

EID: 84883534492     PISSN: 17597323     EISSN: 17597331     Source Type: Journal    
DOI: 10.3982/QE126     Document Type: Article

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