Data

Tools

Indexes

Applications

Experiments

Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: autocovariogram

wmutschl/ReplicationDSGENonlinearIdentification

Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors

Language: MATLAB - Size: 113 MB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 3 - Forks: 10

wmutschl/ReplicationDSGEHOS

Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics

Language: MATLAB - Size: 1.37 MB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 10 - Forks: 12

Related Keywords
trispectrum-computation 2 trispectrum 2 t-distribution 2 spectral-density-estimates 2 skewness 2 pruning 2 power-spectrum 2 perturbation 2 nonlinear 2 kurtosis 2 higher-order-statistics 2 gaussian 2 dsge-models 2 dsge 2 bispectrum-computation 2 bispectrum 2 autocovariogram 2 identification 1 gmm 1 nonlinear-estimation 1 rbc-model 1