Browsing by Subject "$C(\alpha)-$ test"

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    • 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 ...