IRF Matching Estimator Standard Deviation

Estimation SMM/GMM/IRF-Matching

jpfeifer 27 May 2020 14:01 2

IRF matching Results SMM/GMM/IRF-Matching

See for example the formula in Mertens/Ravn (2011) at https://doi.org/10.1016/j.red.2010.07.004

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