Dynare Forum
IRF matching Results
Estimation
SMM/GMM/IRF-Matching
jpfeifer
March 2, 2020, 9:16am
18
See for example the formula in Mertens/Ravn (2011) at
https://doi.org/10.1016/j.red.2010.07.004
IRF Matching Estimator Standard Deviation
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