trispectrum-computation

There are 0 repository under trispectrum-computation topic.

wmutschl / ReplicationDSGEHOS
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
dsge dsge-models pruning perturbation gaussian t-distribution bispectrum bispectrum-computation trispectrum trispectrum-computation power-spectrum spectral-density-estimates autocovariogram higher-order-statistics nonlinear skewness kurtosis gmm nonlinear-estimation rbc-model
Language:MATLAB 10
wmutschl / ReplicationDSGENonlinearIdentification
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
dsge dsge-models identification pruning gaussian t-distribution bispectrum bispectrum-computation trispectrum trispectrum-computation power-spectrum spectral-density-estimates autocovariogram higher-order-statistics nonlinear perturbation skewness kurtosis
Language:MATLAB 4