Bootstrapping DSGE models
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- Angelini, Giovanni, 2020. "Bootstrap lag selection in DSGE models with expectations correction," Econometrics and Statistics, Elsevier, vol. 14(C), pages 38-48.
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KeywordsBootstrap; Cross-equation restrictions; DSGE; QLR test; State space model; Weak identification.;
All these keywords.
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-DGE-2016-10-02 (Dynamic General Equilibrium)
- NEP-ECM-2016-10-02 (Econometrics)
- NEP-ETS-2016-10-02 (Econometric Time Series)
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