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Advances in Econometrics
In this paper we approach the estimation of dynamic stochastic general equilibrium models through a moments-based estimator, the empirical likelihood. We attempt to show that this inference process can be a valid alternative to maximum likelihood, which has been the main choice of the related literature to estimate these economies. The empirical likelihood estimator is characterized by a very simple setup and only requires knowledge about the moments of the data generating process of the model.doi:10.1108/s0731-9053(2012)0000028012 fatcat:2eeb47ifvbf3hjv625hibemwyu