trispectrum-computation

There are 2 repositories under trispectrum-computation topic.

wmutschl/ReplicationDSGEHOS
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Language:MATLAB10 1 014
wmutschl/ReplicationDSGENonlinearIdentification
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Language:MATLAB4 1 011