wmutschl/ReplicationDSGEHOS

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

MATLABGPL-3.0

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Topics

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

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