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Limited information estimation and testing of discretized multivariate normal structural models

✍ Scribed by Albert Maydeu-Olivares


Book ID
106573801
Publisher
Springer
Year
2006
Tongue
English
Weight
199 KB
Volume
71
Category
Article
ISSN
0033-3123

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Limited information estimation and evalu
✍ Martin Fukač; Adrian Pagan πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 165 KB

## Abstract We advance the proposition that dynamic stochastic general equilibrium (DSGE) models should not only be estimated and evaluated with full information methods. These require that the complete system of equations be specified properly. Some limited information analysis, which focuses upon