Analytic Derivatives for Estimation of Linear Dynamic Models
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- Sveikauskas, Leo A, 1983. "Science and Technology in United States Foreign Trade," Economic Journal, Royal Economic Society, vol. 93(371), pages 542-554, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- André Klein & Guy Melard & Toufik Zahaf, 1998. "Computation of the exact information matrix of Gaussian dynamic regression time series models," ULB Institutional Repository 2013/13738, ULB -- Universite Libre de Bruxelles.
- André Klein & Guy Melard & Abdessamad Saidi, 2008. "The asymptotic and exact Fisher information matrices," ULB Institutional Repository 2013/13766, ULB -- Universite Libre de Bruxelles.
- Peter A. Zadrozny, 1990. "Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals," Working Papers 90-5, Center for Economic Studies, U.S. Census Bureau.
- André Klein & Guy Melard, 2004. "An algorithm for computing the asymptotic Fisher information matrix for seasonal SISO models," ULB Institutional Repository 2013/13746, ULB -- Universite Libre de Bruxelles.
- Iskrev, Nikolay, 2008. "Evaluating the information matrix in linearized DSGE models," Economics Letters, Elsevier, vol. 99(3), pages 607-610, June.
- 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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KeywordsCES; economic; research; micro; data; microdata; chief; economist; dynamics models;
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