how to write the unconditional moment restrictions

2 次查看(过去 30 天)
Hey everybody, I am trying to replicate the example in Burnside 1999"Real business cycle models: Linear approximation and GMM estimation", you find all the codes related to this note(attached). I am focusing exactly on the christiano and eichenbaum 1992 model. For the gmm estimation, the gmmerr.m defines the unconditional moments restrictions to get the moments. I tried to define one more moment like the correlation between consumption C and output Y, but how to write this restriction?!!! and to add it to the other set of moment restrictions in gmmerr.m. Thanks for your help

回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Biological and Health Sciences 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by