Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations

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Date: 2011-05-27 02:44:49 Econometrics Time series analysis Dynamic stochastic general equilibrium Regression analysis Macroeconomic model Heteroscedasticity Autoregressive conditional heteroskedasticity Economic model Estimation theory Statistics Macroeconomics Economics		Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations Add to Reading List Source URL: www.ecb.europa.eu Download Document from Source Website File Size: 3,55 MB Share Document on Facebook

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