Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
nonlinear gaussian pruning gmm dsge power-spectrum spectral-density-estimates dsge-models t-distribution perturbation bispectrum bispectrum-computation skewness kurtosis rbc-model trispectrum trispectrum-computation autocovariogram higher-order-statistics nonlinear-estimation
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Updated
Apr 8, 2022 - MATLAB