Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data
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- Laura Liu & Mikkel Plagborg-M{o}ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers 2101.04771, arXiv.org, revised Jun 2022.
References listed on IDEAS
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More about this item
Keywords
Bayesian inference; data combination; heterogeneous agent models;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E1 - Macroeconomics and Monetary Economics - - General Aggregative Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2021-09-27 (Dynamic General Equilibrium)
- NEP-ISF-2021-09-27 (Islamic Finance)
- NEP-ORE-2021-09-27 (Operations Research)
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