Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
nonlinear
gaussian
pruning
gmm
dsge
power-spectrum
spectral-density-estimates
dsge-models
t-distribution
perturbation
bispectrum
bispectrum-computation
skewness
kurtosis
rbc-model
trispectrum
trispectrum-computation
autocovariogram
higher-order-statistics
nonlinear-estimation
-
Updated
Apr 8, 2022 - MATLAB