am-data.txt
Creators:
Martin M. Andreasen
From the dataset abstract
This paper introduces a quasi maximum likelihood approach based on the central difference Kalman filter to estimate non-linear dynamic stochastic general equilibrium (DSGE) models with...
Source: NON-LINEAR DSGE MODELS AND THE CENTRAL DIFFERENCE KALMAN FILTER (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9f514dd0-0387-4a9c-94ee-6ba8a5a5a7fb/resource/52a4f372-09c6-4c5d-8959-ae65ad5fd763/download/am-data.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
