| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP12262 |
| DP12262 Tractable Likelihood-Based Estimation of Non-Linear DSGE Models | |
| Robert Kollmann | |
| 发表日期 | 2017-08-31 |
| 出版年 | 2017 |
| 语种 | 英语 |
| 摘要 | This paper presents a simple and fast maximum likelihood estimation method for non-linear DSGE models that are solved using a second- (or higher-) order accurate approximation. The method requires that the number of observables equals the number of exogenous shocks. Exogenous innovations are extracted recursively by inverting the observation equation, which allows easy computation of the likelihood function. |
| 主题 | International Macroeconomics and Finance |
| 关键词 | Estimation of non-linear dsge models Observation equation inversion |
| URL | https://cepr.org/publications/dp12262 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/541073 |
| 推荐引用方式 GB/T 7714 | Robert Kollmann. DP12262 Tractable Likelihood-Based Estimation of Non-Linear DSGE Models. 2017. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Robert Kollmann]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Robert Kollmann]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Robert Kollmann]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
