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isPartOf:"The review of economic studies"
subject:"Risk"
~accessRights:"restricted"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Estimation"
~subject:"Schätztheorie"
~type:"article"
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Andreasen, Martin Møller
1
Beresteanu, Arie
1
Bianchi, Francesco
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The review of economic studies
Oxford bulletin of economics and statistics
European journal of operational research : EJOR
173
Economic modelling
159
Insurance / Mathematics & economics
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Economics letters
155
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132
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1
Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye
;
Li, Jian
;
Li, Qiyuan
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
Saved in:
2
Inference in misspecified GARCH-M models
Smallwood, Aaron D.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
2
,
pp. 334-355
Persistent link: https://www.econbiz.de/10013188544
Saved in:
3
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
- In:
The review of economic studies
85
(
2018
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011920114
Saved in:
4
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10011969506
Saved in:
5
Efficiency gains in rank-ordered multinomial logit models
Beresteanu, Arie
;
Zincenko, Federico
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10011969546
Saved in:
6
Portfolio choices, firm shocks, and uninsurable wage risk
Fagereng, Andreas
;
Guiso, Luigi
;
Pistaferri, Luigi
- In:
The review of economic studies
85
(
2018
)
1
,
pp. 437-474
Persistent link: https://www.econbiz.de/10011921373
Saved in:
7
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin L.
;
Schneider, Martin
- In:
The review of economic studies
85
(
2018
)
2
,
pp. 810-854
Persistent link: https://www.econbiz.de/10011921446
Saved in:
8
Price dispersion, private uncertainty, and endogenous nominal rigidities
Gaballo, Gaetano
- In:
The review of economic studies
85
(
2018
)
2
,
pp. 1070-1110
Persistent link: https://www.econbiz.de/10011922244
Saved in:
9
Taxation and labour supply of married couples across countries : a macroeconomic analysis
Bick, Alexander
;
Fuchs-Schündeln, Nicola
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1543-1576
Persistent link: https://www.econbiz.de/10011923474
Saved in:
10
Structural estimation of a Becker-Ehrlich equilibrium model of crime : allocating police across cities to reduce crime
Fu, Chao
;
Wolpin, Kenneth I.
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2097-2138
Persistent link: https://www.econbiz.de/10012263349
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