C5 - Econometric Modeling - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T09:28:10+00:00Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
https://www.bankofcanada.ca/2009/06/working-paper-2009-19/
Weak identification is likely to be prevalent in multi-equation macroeconomic models such as in dynamic stochastic general equilibrium setups. Identification difficulties cause the breakdown of standard asymptotic procedures, making inference unreliable.2009-06-03T15:56:27+00:00enStructural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit2009-06-03Econometric and statistical methodsInflation and pricesWorking Paper 2009-19 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-19.pdfStructural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and FitJean-Marie DufourLynda KhalafMaral KichianJune 2009CC5C52C53EE3E37