Konferenzbeitrag
Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models
This note shows how to derive unconditional moments, cumulants and polyspectra of order higher than two for the pruned state-space of nonlinear DSGE models. Useful Matrix tools and computational aspects are also discussed.
- Language
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Englisch
- Bibliographic citation
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Series: Beiträge zur Jahrestagung des Vereins für Socialpolitik 2015: Ökonomische Entwicklung - Theorie und Politik - Session: Macroeconomic Modelling ; No. A24-V2
- Classification
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Wirtschaft
Econometric and Statistical Methods and Methodology: General
Model Construction and Estimation
General Aggregative Models: General
- Event
-
Geistige Schöpfung
- (who)
-
Mutschler, Willi
- Event
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Veröffentlichung
- (when)
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2015
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Konferenzbeitrag
Associated
- Mutschler, Willi
Time of origin
- 2015
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