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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew; Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10011410311
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012223998
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The role of initial values in nonstationary fractional time series models
Johansen, Søren; Nielsen, Morten Ørregaard - 2012
Persistent link: https://www.econbiz.de/10009667306
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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009786985
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Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571199
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Specification tests for GARCH processes
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - 2021
Persistent link: https://www.econbiz.de/10012627489
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The anatomy of small open economy trends
Görtz, Christoph; Theodoridis, Konstantinos; … - 2022
Persistent link: https://www.econbiz.de/10012878884
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Estimating discrete-continuous choice models : the endogenous grid method with taste shocks
Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - 2015
Persistent link: https://www.econbiz.de/10011398855
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Monetary policy under uncertainty : min-max vs robust-satisficing strategies
Ben-Haim, Yakov; Akram, Qaisar Farooq; Eitrheim, Øyvind - 2007
Persistent link: https://www.econbiz.de/10003597676
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Robust-satisficing monetary policy under parameter uncertainty
Akram, Qaisar Farooq; Ben-Haim, Yakov; Eitrheim, Øyvind - 2007
Persistent link: https://www.econbiz.de/10003627049