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Pablo Cuba-Borda
;
Luca Guerrieri
;
Matteo Iacoviello
;
Molin Zhong

likelihood evaluation of models with occasionally binding constraints (replication data)

Applied researchers interested in estimating key parameters of dynamic stochastic general equilibrium models face an array of choices regarding numerical solution and estimation methods. We focus on the likelihood evaluation of models with occasionally binding constraints. We document how solution approximation errors and likelihood misspecification, related to the treatment of measurement errors, can interact and compound each other.

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Cuba-Borda, Pablo; Guerrieri, Luca; Iacoviello, Matteo; Zhong, Molin (2019): Likelihood evaluation of models with occasionally binding constraints (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022327.0711833066

Related Publication

Cuba‐Borda, P., Guerrieri, L., Iacoviello, M. and Zhong, M. (2019), Likelihood Evaluation Of Models With Occasionally Binding Constraints, Journal of Applied Econometrics, 34(7), 1073-1085. https://doi.org/10.1002/jae.2729