how to write the unconditional moment restrictions
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hey everybody, I am trying to replicate the example in Burnside 1999"Real business cycle models: Linear approximation and GMM estimation", you find all the codes related to this note(attached). I am focusing exactly on the christiano and eichenbaum 1992 model. For the gmm estimation, the gmmerr.m defines the unconditional moments restrictions to get the moments. I tried to define one more moment like the correlation between consumption C and output Y, but how to write this restriction?!!! and to add it to the other set of moment restrictions in gmmerr.m. Thanks for your help
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Biological and Health Sciences dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!