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Econometric modelling of changing time series
Hendry, David F.; Mizon, Grayham E. - 2010
Persistent link: https://www.econbiz.de/10003942770
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Improving the teaching of econometrics
Hendry, David F.; Mizon, Grayham E. - In: Cogent economics & finance 4 (2016) 1, pp. 1-26
We recommend a major shift in the Econometrics curriculum for both graduate and undergraduate teaching. It is essential … conducting empirical macroeconomic research. We focus on a new approach to macro-econometrics teaching, since even undergraduate … econometrics courses must include analytical methods for time series that exhibit both evolution from stochastic trends and abrupt …
Persistent link: https://www.econbiz.de/10011487537
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Tapping the supercomputer under your desk : solving dynamic equilibrium models with graphics processors
Aldricha, Eric M.; Fernández-Villaverde, Jesús; … - 2010
Persistent link: https://www.econbiz.de/10009560935
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The econometrics of DSGE models
Fernández-Villaverde, Jesús - 2009
Persistent link: https://www.econbiz.de/10003801203
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Improving the teaching of econometrics
Hendry, David F.; Mizon, Grayham E. - 2016
Persistent link: https://www.econbiz.de/10011451569
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Reformulating empirical macro-econometric modelling
Hendry, David F.; Mizon, Grayham E. - 2001
Persistent link: https://www.econbiz.de/10001554384
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A retrospective on J. Denis Sargan and his contributions to econometrics
Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2001
Persistent link: https://www.econbiz.de/10001566256
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A retrospective on J. Denis Sargan and his contributions to econometrics
Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2001
Persistent link: https://www.econbiz.de/10001568007
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The Econometrics of DSGE Models
Fernández-Villaverde, Jesús - 2010
In this paper, I review the literature on the formulation and estimation of dynamic stochastic general equilibrium (DSGE) models with a special emphasis on Bayesian methods. First, I discuss the evolution of DSGE models over the last couple of decades. Second, I explain why the profession has...
Persistent link: https://www.econbiz.de/10012757950
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Tapping the Supercomputer Under Your Desk : Solving Dynamic Equilibrium Models with Graphics Processors
Aldrich, Eric M. - 2010
This paper shows how to build algorithms that use graphics processing units (GPUs) installed in most modern computers to solve dynamic equilibrium models in economics. In particular, we rely on the compute unified device architecture (CUDA) of NVIDIA GPUs. We illustrate the power of the approach...
Persistent link: https://www.econbiz.de/10013144748