Estimation of DSGE models by non-Gaussian Vector Autoregressions

Damiano Di Francesco, Alessio Moneta, Mario Martinoli, Raffaello Seri
Project Follow

Date
Dec 6, 2024 — Dec 7, 2024
Event
35th (EC)2 (European Conferences of the Econom[etr]ics Community) “Unravelling Misspecification and Identification in Econometrics”
Location
Amsterdam, The Netherlands
Statistics Econometrics
Raffaello Seri
Raffaello Seri
Professor of Econometrics

My research interests include statistics, numerical analysis, operations research, psychology, economics and management.

Related