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wp07-56
Estimation and Inference by the Method of Projection Minimum Distance
Jordà, Òscar ; Kozicki, Sharon
A covariance-stationary vector of variables has a Wold representation whose coefficients can be semi-parametrically estimated by local projections (Jordà, 2005). Substitu[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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Estimation and Inference by the Method of Projection Minimum Distance: An Application to the New Keynesian Hybrid Phillips Curve
Jordà, Òscar ; Kozicki, Sharon
The stability of the solution path in a macroeconomic model implies that it admits a Wold representation. This Wold representation can be estimated semi-parametrically by[...]
2011 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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