Department of Economics and Business Economics

Estimating dynamic equilibrium models using mixed frequency macro and financial data

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Econometrics
Volume194
Issue1
Pages (from-to)116-137
Number of pages22
ISSN0304-4076
DOIs
Publication statusPublished - 1 Sep 2016

    Research areas

  • AK-Vasicek model, Martingale estimating function, Structural estimation

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