[PDF][PDF] Locally Exact Discrete Time Representations of Non-Linear Continuous Time Models
This paper jointly addresses the issues of non-linearity and aggregation over time in
continuous time dynamic systems. Our approach is based on a representation, called the …
continuous time dynamic systems. Our approach is based on a representation, called the …
Structural Estimation Combining Micro and Macro Data
L Neri - Available at SSRN 3911041, 2021 - papers.ssrn.com
This paper introduces a novel approach for estimating heterogeneous-agent
macroeconomic models adding information from micro data. The methodology covers both …
macroeconomic models adding information from micro data. The methodology covers both …