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jessegrabowski / gEconpy

A collection of tools for working with DSGE models in python, inspired by the R package gEcon
https://geconpy.readthedocs.io/en/latest/index.html
GNU General Public License v3.0
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Add local parameter identification tests #5

Open jessegrabowski opened 1 year ago

jessegrabowski commented 1 year ago

Iskrev (2009) describes a method of testing local parameter identification using empirical autocorrelation matrices here. This would be a nice feature to add.