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Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
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Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey; Hueng, C. James - In: Computational economics 54 (2019) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
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Tractable latent state filtering for non-linear DSGE models using a second-order approximation and pruning
Kollmann, Robert - In: Computational economics 45 (2015) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10011325720
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Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models
Herbst, Edward P. - In: Computational economics 45 (2015) 4, pp. 693-705
Persistent link: https://www.econbiz.de/10011440987
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Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey; Çekin, Semih Emre; Kotzé, Kevin; … - In: Computational economics 56 (2020) 4, pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
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Posterior inference on parameters in a nonlinear DSGE model via Gaussian-based filters
Noh, Sanha - In: Computational economics 56 (2020) 4, pp. 795-841
Persistent link: https://www.econbiz.de/10012390473
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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Game forms with minimal message spaces
Reichelstein, Stefan - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 3, pp. 661-692
Persistent link: https://www.econbiz.de/10001047013
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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Manipulability of future-independent tests
Olszewski, Wojciech; Sandroni, Alvaro - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 6, pp. 1437-1466
Persistent link: https://www.econbiz.de/10003797075