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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Schorfheide, Frank"
~subject:"Kointegration"
~subject:"Panel"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Kointegration
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Dynamic equilibrium
23
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23
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Schorfheide, Frank
Pesaran, M. Hashem
89
Phillips, Peter C. B.
78
Baltagi, Badi H.
74
Gao, Jiti
69
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58
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37
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34
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30
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28
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27
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25
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23
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22
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22
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21
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19
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19
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19
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19
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18
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17
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17
Sul, Donggyu
17
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Discussion papers / CEPR
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1
Journal of econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Clustering for multi-dimensional heterogeneity with an application to production function estimation
Cheng, Xu
;
Schorfheide, Frank
;
Shao, Peng
-
2023
-
This version: September 19, 2023
Persistent link: https://www.econbiz.de/10014448423
Saved in:
2
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
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3
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
4
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
5
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
6
Svars with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
-
2021
Persistent link: https://www.econbiz.de/10012492606
Saved in:
7
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
Persistent link: https://www.econbiz.de/10012515882
Saved in:
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