A Composite Likelihood Framework for Analyzing Singular DSGE Models
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DOI: 10.1162/rest_a_00718
Abstract: Abstract This paper builds on the composite likelihood concept of Lindsay (1988) to develop a framework for parameter identification, estimation, inference, and forecasting in dynamic stochastic general equilibrium (DSGE) models allowing for stochastic singularity. The… read more here.
Keywords: framework analyzing; framework; composite likelihood; likelihood framework ... See more keywords