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subject:"Estimation theory"
subject:"Schätzung"
~person:"Hendry, David F."
~person:"Schorfheide, Frank"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
~type_genre:"Multi-volume publication"
~type_genre:"Working Paper"
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Estimation theory
Schätzung
Theorie
103
Theory
103
Forecasting model
30
Prognoseverfahren
30
Dynamic equilibrium
29
Dynamisches Gleichgewicht
29
Bayes-Statistik
23
Bayesian inference
23
USA
20
United States
20
Time series analysis
19
Zeitreihenanalyse
19
DSGE model
17
DSGE-Modell
17
Estimation
16
Economic forecast
14
Nichtlineare Regression
14
Nonlinear regression
14
Wirtschaftsprognose
14
VAR model
12
VAR-Modell
12
Geldpolitik
10
Monetary policy
10
State space model
10
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10
Modellierung
9
Schätztheorie
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Scientific modelling
9
Forecast
8
Macroeconometrics
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Makroökonometrie
8
Prognose
8
Financial crisis
7
Finanzkrise
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
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7
Aggregation
6
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Book / Working Paper
22
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Graue Literatur
Konferenzschrift
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23
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23
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22
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21
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English
23
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Hendry, David F.
Schorfheide, Frank
Härdle, Wolfgang
89
Pesaran, M. Hashem
69
Caporale, Guglielmo Maria
40
Heckman, James J.
40
Gil-Alaña, Luis A.
39
Franses, Philip Hans
35
Marcellino, Massimiliano
33
Phillips, Peter C. B.
30
Hautsch, Nikolaus
29
Kilian, Lutz
28
Koopman, Siem Jan
28
Berg, Gerard J. van den
25
Gouriéroux, Christian
25
Imbens, Guido
25
Lucas, André
25
Maravall Herrero, Agustín
25
McAleer, Michael
25
Swanson, Norman R.
25
Blundell, Richard W.
23
Brännäs, Kurt
23
Rubio-Ramírez, Juan Francisco
23
Linton, Oliver
22
Polasek, Wolfgang
22
Dijk, Herman K. van
21
Egger, Peter
21
Herwartz, Helmut
21
Stahlecker, Peter
21
Timmermann, Allan
21
Jenkins, Stephen
20
Kleibergen, Frank
20
Kohn, Robert
20
Lütkepohl, Helmut
20
Angrist, Joshua D.
19
Diebold, Francis X.
19
Dustmann, Christian
19
Jordà, Òscar
19
Kaiser, Ulrich
19
Breitung, Jörg
18
Liesenfeld, Roman
18
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Working paper / National Bureau of Economic Research, Inc.
6
Working papers / Federal Reserve Bank of Philadelphia, Research Department
5
Working papers / Penn Institute for Economic Research
3
Finance and economics discussion series
2
Department of Economics discussion paper series
1
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1
Discussion papers / Institute of Economics, University of Copenhagen
1
International finance discussion papers
1
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ECONIS (ZBW)
23
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1
On the effects of monetary policy shocks on income and consumption heterogeneity
Chang, Minsu
;
Schorfheide, Frank
-
2024
Persistent link: https://www.econbiz.de/10014580835
Saved in:
2
Bayesian estimation of panel models under potentially sparse heterogeneity
Moon, Hyungsik Roger
;
Schorfheide, Frank
;
Zhang, Boyuan
-
2023
Persistent link: https://www.econbiz.de/10014448424
Saved in:
3
On the effects of monetary policy shocks on earnings and consumption heterogeneity
Chang, Minsu
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012820000
Saved in:
4
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
-
2017
Persistent link: https://www.econbiz.de/10011674409
Saved in:
5
Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank
;
Song, Dongho
;
Yaron, Amir
-
2014
-
This version: June 24, 2014
Persistent link: https://www.econbiz.de/10010484306
Saved in:
6
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10010431737
Saved in:
7
Identifying long-run risks : a Bayesian mixed-frequency approach
Schorfheide, Frank
;
Song, Dongho
;
Yaron, Amir
-
2013
Persistent link: https://www.econbiz.de/10010198109
Saved in:
8
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10010345047
Saved in:
9
Assessing DSGE model nonlinearities
Aruoba, S. Borağan
;
Bocola, Luigi
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10010345071
Saved in:
10
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
-
2012
Persistent link: https://www.econbiz.de/10010197217
Saved in:
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