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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - 2023
Persistent link: https://www.econbiz.de/10014280884
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Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.; Caner, Mehmet; Kock, Anders Bredahl; … - 2016
Persistent link: https://www.econbiz.de/10011474717
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Non-linear DSGE models and the optimized particle filter
Andreasen, Martin M. - 2010
Persistent link: https://www.econbiz.de/10003926078
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Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968441
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003978304
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Data-driven inference on sign restrictions in Bayesian structural vector autoregression
Lanne, Markku; Luoto, Jani - 2016
Persistent link: https://www.econbiz.de/10011421768
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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421769
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Inference from high-frequency data : a subsampling approach
Christensen, Kim; Podolskij, Mark; Thamrongrat, Nopporn; … - 2015
Persistent link: https://www.econbiz.de/10011343488
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Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva; Hounyo, Ulrich; Meddahi, Nour - 2013
Persistent link: https://www.econbiz.de/10009719165
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Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - 2016
Persistent link: https://www.econbiz.de/10011524100