Identification and frequency domain quasi‐maximum likelihood estimation of linearized dynamic stochastic general equilibrium models
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- Stephen Morris, 2014. "The Statistical Implications of Common Identifying Restrictions for DSGE Models," 2014 Meeting Papers 738, Society for Economic Dynamics.
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- Bai, Jushan & Wang, Peng, 2014. "Identification theory for high dimensional static and dynamic factor models," Journal of Econometrics, Elsevier, vol. 178(2), pages 794-804.
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- repec:eee:ecolet:v:156:y:2017:i:c:p:133-137 is not listed on IDEAS
- Nikolay Iskrev, 2013. "On the distribution of information in the moment structure of DSGE models," 2013 Meeting Papers 339, Society for Economic Dynamics.
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