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- Tue Apr 17, 2018 12:02 pm
- Forum: Estimation
- Topic: Changing estimated values
- Replies: 0
- Views: 2194
Changing estimated values
I am running GMM system with HAC weights, which is probably misspecified (NKDSGE) and therefore convergence behaves badly. However, despite misspecification, the model gives reasonable forecasts and that is what I am after. The problem is, from time to time something change, and the results of exact...