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Copula-MGARCH with continuous covariance decomposition

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Nonstationary panel models with latent group structures and cross-section dependence

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Quantile selection in non-linear GMM quantile models

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On identification of Bayesian DSGE models

Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011

In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...

Persistent link: https://www.econbiz.de/10009124238

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Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales

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Persistent link: https://www.econbiz.de/10012439076