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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"The Indian economic journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Schorfheide, Frank"
~subject:"Consumer behaviour"
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Schorfheide, Frank
Gouriéroux, Christian
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Annales d'économie et de statistique
The Indian economic journal
Working paper / National Bureau of Economic Research, Inc.
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Tempered particle filtering
Herbst, Edward P.
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Schorfheide, Frank
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2017
Persistent link: https://www.econbiz.de/10011674409
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Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
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Liao, Zhipeng
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Schorfheide, Frank
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2014
Persistent link: https://www.econbiz.de/10010238424
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
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Schorfheide, Frank
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2013
Persistent link: https://www.econbiz.de/10009767519
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