DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast

DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast

We investigate the performance of estimators of the generalized empirical likelihood and minimum contrast families in the estimation of dynamic stochastic general equilibrium models, with particular attention to the robustness properties under misspecification. From a Monte Carlo experiment, we foun...

詳細記述

書誌詳細
主要な著者: Gilberto Boaretto, Márcio Poletti Laurini
フォーマット: 論文
言語:English
出版事項: MDPI AG 2025-01-01
シリーズ:Entropy
主題:
dynamic stochastic general equilibrium
method of moments
empirical likelihood
minimum contrast
minimum Hellinger distance
オンライン･アクセス:https://www.mdpi.com/1099-4300/27/2/141

インターネット

https://www.mdpi.com/1099-4300/27/2/141

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