Principled Identification of Structural Dynamic Models
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下载链接：
https://www.nber.org/papers/w34623
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资源简介：
We take a new perspective on identification in structural dynamic models: rather than imposing restrictions alone, we optimize an objective. While definitive structural identification ultimately requires exogenous economic insight, a weighted correlation-maximizing objective yields an Order- and
提供机构：
美国国家经济研究局
创建时间：
2026-01-01
