Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models
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More about this item
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-DGE-2016-02-17 (Dynamic General Equilibrium)
- NEP-ECM-2016-02-17 (Econometrics)
- NEP-ETS-2016-02-17 (Econometric Time Series)
- NEP-MAC-2016-02-17 (Macroeconomics)
- NEP-ORE-2016-02-17 (Operations Research)
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