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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Aït-Sahalia, Yacine"
~person:"Fan, Yanqin"
~person:"Gao, Jiti"
~person:"Jiménez-Martín, Sergi"
~person:"Minford, Patrick"
~subject:"Bootstrap-Verfahren"
~subject:"Faktorenanalyse"
~subject:"Gesundheit"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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MEDEA: a DSGE model for the Sp...
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Aït-Sahalia, Yacine
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Jiménez-Martín, Sergi
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Testing a DSGE model of the EU using indirekt inference
Meenagh, David
;
Minford, Patrick
;
Wickens, Michael R.
-
2008
Persistent link: https://www.econbiz.de/10003774025
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2
Testing the monetary policy rule in the US : a reconsideration of the Fed behaviour
Minford, Patrick
;
Ou, Zhirong
-
2009
Persistent link: https://www.econbiz.de/10003911965
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3
The "puzzles" methodology : en route to indirect inference?
Le, Vo Phuong Mai
;
Minford, Patrick
;
Wickens, Michael R.
-
2009
Persistent link: https://www.econbiz.de/10003912023
Saved in:
4
Two orthogonal continents? : testing a two-country DSGE model of the US and EU using indirect inference
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
; …
-
2009
Persistent link: https://www.econbiz.de/10003875772
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5
Some problems in the testing of DSGE models
Le, Vo Phuong Mai
;
Minford, Patrick
;
Wickens, Michael R.
-
2010
Persistent link: https://www.econbiz.de/10003943927
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6
Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
Saved in:
7
Estimation of copula-based semiparametric time series models
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
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8
Saddlepoint approximations for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Yu, Jialin
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 507-551
Persistent link: https://www.econbiz.de/10003374338
Saved in:
9
Edgeworth expansions for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 190-203
Persistent link: https://www.econbiz.de/10009242525
Saved in:
10
Semiparametric estimation in triangular system equations with nonstationarity
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009764384
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