Econometric analysis of linearized singular dynamic stochastic general equilibrium models
Year of publication: |
2007
|
---|---|
Authors: | Bierens, Herman J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 136.2007, 2, p. 595-627
|
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory |
-
Three essays in dynamic macroeconomics
Levy, Daniel C., (1990)
-
Non parametric estimation of the chaotic function and the invariant measure of a dynamical system
Bosq, Denis, (1993)
-
Dynamic equilibrium economies : a framework for comparing models and data
Diebold, Francis X., (1997)
- More ...
-
Nonparametric cointegration tests
Bierens, Herman J., (1994)
-
A consistent Hausman-type model specification test
Bierens, Herman J., (1987)
-
A note on the limiting distribution of sample autocorrelations in the presence of a unit root
Bierens, Herman J., (1990)
- More ...