Topic: "trispectrum-computation"
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: 12 months ago - Pushed at: about 3 years ago - Stars: 10 - Forks: 12
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: 12 months ago - Pushed at: about 3 years ago - Stars: 3 - Forks: 10