how to write the unconditional moment restrictions

1 回表示 (過去 30 日間)
Houda
Houda 2015 年 10 月 15 日
Hey everybody, I am trying to replicate the example in Burnside 1999"Real business cycle models: Linear approximation and GMM estimation", you find all the codes related to this note(attached). I am focusing exactly on the christiano and eichenbaum 1992 model. For the gmm estimation, the gmmerr.m defines the unconditional moments restrictions to get the moments. I tried to define one more moment like the correlation between consumption C and output Y, but how to write this restriction?!!! and to add it to the other set of moment restrictions in gmmerr.m. Thanks for your help

回答 (0 件)

カテゴリ

Help Center および File ExchangeConditional Mean Models についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by