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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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Overlap in observational studies with high-dimensional covariates
D'Amour, Alexander; Ding, Peng; Feller, Avi; Lei, Lihua; … - In: Journal of econometrics 221 (2021) 2, pp. 644-654
Persistent link: https://www.econbiz.de/10012619253
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Tempered particle filtering
Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 210 (2019) 1, pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
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Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - In: Journal of econometrics 201 (2017) 2, pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
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A solution to the global identification problem in DSGE models
Kocięcki, Andrzej; Kolasa, Marcin - In: Journal of econometrics 236 (2023) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10014365479
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Penalized indirect inference
Blasques, Francisco; Duplinskiy, Artem - In: Journal of econometrics 205 (2018) 1, pp. 34-54
Persistent link: https://www.econbiz.de/10012110237
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 196 (2017) 1, pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
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Data revisions and DSGE models
Galvão, Ana Beatriz C. - In: Journal of econometrics 196 (2017) 1, pp. 215-232
Persistent link: https://www.econbiz.de/10011743799
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Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper; Posch, Olaf; Wel, Michel van der - In: Journal of econometrics 194 (2016) 1, pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
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Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian; Jasiak, Joann; Monfort, Alain - In: Journal of econometrics 218 (2020) 2, pp. 714-735
Persistent link: https://www.econbiz.de/10012483178