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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Schorfheide, Frank"
~subject:"Nichtparametrisches Verfahren"
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Estimation theory
Nichtparametrisches Verfahren
Schätztheorie
6
DSGE model
3
DSGE-Modell
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Theorie
3
Theory
3
USA
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United States
2
2007-2012
1
2009
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Economic crisis
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
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Markov chain
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1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
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1
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Schorfheide, Frank
Einmahl, John H. J.
24
Imbens, Guido
16
Steel, Mark F. J.
16
Čížek, Pavel
15
Gouriéroux, Christian
13
Robert, Christian P.
12
Kleijnen, Jack P. C.
11
Werker, Bas J. M.
11
Drost, Feike C.
10
Osiewalski, Jacek
10
Heckman, James J.
9
Magnus, Jan R.
9
Nijman, Theodore E.
9
Soest, Arthur van
8
Giles, David E. A.
7
Guégan, Dominique
7
Segers, Johan
7
Singh, Radhey S.
7
Ullah, Aman
7
Zakoïan, Jean-Michel
7
Abadie, Alberto
6
Bera, Anil K.
6
Fernández, Carmen
6
Härdle, Wolfgang
6
Melenberg, Bertrand
6
Monfort, Alain
6
Moors, Johannes J. A.
6
Srivastava, Virendra K.
6
Akker, Ramon van den
5
Athey, Susan
5
Diebold, Francis X.
5
Francq, Christian
5
Griliches, Zvi
5
Groenendaal, Willem J. van
5
Kline, Patrick
5
Mairesse, Jacques
5
McAleer, Michael
5
Philippe, Anne
5
Stock, James H.
5
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Center for Economic Research, Tilburg University
Journal of quantitative economics : official journal of the Indian Econometric Society
Working paper / National Bureau of Economic Research, Inc.
NBER Working Paper
6
NBER working paper series
6
Discussion papers / CEPR
3
FEDS Working Paper
3
Finance and economics discussion series
3
Working papers / Penn Institute for Economic Research
3
FRB of Philadelphia Working Paper
2
PIER Working Paper
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Cowles Foundation discussion paper
1
Econometric theory
1
FRB of New York Staff Report
1
Journal of applied econometrics
1
Journal of econometrics
1
Staff reports / Federal Reserve Bank of New York
1
The Econometric and Tinbergen Institutes Lectures
1
The Econometric and Tinbergen Institutes lectures
1
The econometrics journal
1
The review of economic studies
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ECONIS (ZBW)
6
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1
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012220099
Saved in:
2
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012391705
Saved in:
3
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
-
2017
Persistent link: https://www.econbiz.de/10011674409
Saved in:
4
Bayesian and frequentist inference in partially identified models
Moon, Hyungsik Roger
;
Schorfheide, Frank
-
2009
Persistent link: https://www.econbiz.de/10003835763
Saved in:
5
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
-
2014
Persistent link: https://www.econbiz.de/10010238424
Saved in:
6
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10009767519
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