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ZoltanRacz
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MomentMatching.jl
This is a package to estimate parameters of macroeconomic models by moment matching methods, such as GMM or SMM.
MIT License
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Other features that we can think to add
#130
Open
gualtiazza
opened
2 months ago
gualtiazza
commented
2 months ago
Continuously updated GMM (in addition to two-step)
Long-run variance
Non-parametric bootstrap