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...

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Bibliographic Details

Published in:	Entropy
Main Authors:	Gilberto Boaretto, Márcio Poletti Laurini
Format:	Article
Language:	English
Published:	MDPI AG 2025-01-01
Subjects:	dynamic stochastic general equilibrium method of moments empirical likelihood minimum contrast minimum Hellinger distance
Online Access:	https://www.mdpi.com/1099-4300/27/2/141