Dear all,
When estimating a DSGE model using ML estimation I get zero values for the standard deviations of all estimated parameters (and consequently infinitely large t-statistics for all the parameters).
What kind of a problem might this indicate?
How can one deal with this problem in the process of model estimation?
Thanks a lot for all your feedback!
George
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Problems in ML estimation
by George » Wed Jul 22, 2009 8:22 pm
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