Maximum likelihood in the frequency domain [microform] : the importance of time-to-plan / by Lawrence J. Christiano and Robert J. Vigfusson.

Illustrates the use of various frequency-domain tools for estimating and testing dynamic, stochastic general equilibrium models. Showes how to exploit the fact that the log, Gaussian density function has a linear decomposition in the frequency domain. Also proposes a new resolution to the problem...

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Bibliographic Details

Online Access:	Connect to online resource
Main Author:	Christiano, Lawrence J.
Corporate Author:	Federal Reserve Bank of Cleveland
Other Authors:	Vigfusson, Robert J.
Format:	Microfilm Book
Language:	English
Published:	[Cleveland, Ohio] : Federal Reserve Bank of Cleveland, [2001]
Series:	Working paper (Federal Reserve Bank of Cleveland) ; 0106. ASI microfiche library. Non-depository collection ; ASI 2001 9377-9.304.
Subjects:	Business cycles > Tables. Investments > Econometric models. Business cycles > Econometric models.