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A method for taking models to the data

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  • Ireland, Peter N.

Abstract

Replication program for Ireland(2004), "A Method for Taking Models to the Data", Journal of Economic Dynamics and Control, vol 28, no. 6, 1205-1226. Demonstrates use of DSGE instruction, combined with DLM, for estimating a dynamic model using maximum likelihood.

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 28 (2004)
Issue (Month): 6 (March)
Pages: 1205-1226

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Handle: RePEc:eee:dyncon:v:28:y:2004:i:6:p:1205-1226

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