Now showing items 1-1 of 1

    • Maximum Likelihood Inference in Weakly Identified DSGE Models 

      Andrews, Isaiah; Mikusheva, Anna (Cambridge, MA: Department of Economics, Massachusetts Institute of Technology, 2011-03-21)
      This paper examines the problem of weak identification in maximum likelihood, motivated by problems with estimation and inference a multi-dimensional, non-linear DSGE model. We suggest a test for a simple hypothesis ...