A note on the identification of dynamic economic models with generalized shock processes
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More about this item
Keywords
identification; DSGE models; observational equivalence; maximum likelihood;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: 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
- E00 - Macroeconomics and Monetary Economics - - General - - - General
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