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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10009784706
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Residual-based rank specification tests for ar-garch type models
Andreou, Elena; Werker, Bas J. M. - 2013
Persistent link: https://www.econbiz.de/10010188663
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Estimating macroeconomic models : a likelihood approach
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2006
Persistent link: https://www.econbiz.de/10003310868
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Villaverde, Jesús … - 2013
Persistent link: https://www.econbiz.de/10009745582
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Narrative sign restrictions for SVARs
Antolin-Diaz, Juan; Rubio-Ramírez, Juan Francisco - 2016
Persistent link: https://www.econbiz.de/10011550991
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - 2012
Persistent link: https://www.econbiz.de/10009655189
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Is industrial production still the dominant factor for the US economy?
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - 2017
Persistent link: https://www.econbiz.de/10011731242
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191