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subject:"Monte-Carlo-Simulation"
subject:"Statistischer Test"
~isPartOf:"Discussion papers / CEPR"
~subject:"VAR model"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Statistischer Test
VAR model
Estimation theory
51
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Estimation
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9
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Kilian, Lutz
4
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Barnichon, Régis
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Lee, Donggyu
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Discussion papers / CEPR
CEMMAP working papers / Centre for Microdata Methods and Practice
56
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33
Cowles Foundation discussion paper
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Working paper
29
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
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16
SFB 649 discussion paper
13
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12
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ECONIS (ZBW)
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When is the use of gaussian-inverse wishart-haar priors appropriate?
Inoue, Atsushi
;
Kilian, Lutz
-
2024
Persistent link: https://www.econbiz.de/10014580492
Saved in:
2
Local projections
Jordà, Òscar
;
Taylor, Alan M.
-
2024
Persistent link: https://www.econbiz.de/10015051792
Saved in:
3
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Persistent link: https://www.econbiz.de/10014334967
Saved in:
4
Blended identification in structural VARS
Carriero, Andrea
;
Marcellino, Massimiliano
;
Tornese, Tommaso
-
2022
Persistent link: https://www.econbiz.de/10013426567
Saved in:
5
Differentiable state-space models and Hamiltonian Monte Carlo estimation
Childers, David
;
Fernández-Villaverde, Jesús
;
Perla, Jesse
-
2022
Persistent link: https://www.econbiz.de/10013390700
Saved in:
6
When do state-dependent local projections work?
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2022
Persistent link: https://www.econbiz.de/10013187676
Saved in:
7
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
8
Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz
-
2021
Persistent link: https://www.econbiz.de/10013188256
Saved in:
9
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
10
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012210436
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