Narrow search
Showing 1 - 10 of 36
Cover Image
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Computational economics 62 (2023) 4, pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Cover Image
Minimality of state space solutions of DSGE models and existence conditions for their VAR representation
Franchi, Massimo; Paruolo, Paolo - In: Computational economics 46 (2015) 4, pp. 613-626
Persistent link: https://www.econbiz.de/10011478892
Cover Image
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
Cover Image
Robust monetary policy in a model of the polish economy : is the uncertainty responsible for the interest rate smoothing effect?
Górajski, Mariusz - In: Computational economics 52 (2018) 2, pp. 313-340
Persistent link: https://www.econbiz.de/10012052950
Cover Image
Monetary transmission channels in DSGE models : decomposition of impulse response functions approach
Labus, Miroljub; Labus, Milica - In: Computational economics 53 (2019) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10012134534
Cover Image
Tests of random walk : a comparison of bootstrap approaches
Lima, Eduardo José Araújo; Tabak, Benjamin Miranda - In: Computational economics 34 (2009) 4, pp. 365-382
Persistent link: https://www.econbiz.de/10003894937
Cover Image
A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Computational economics 38 (2011) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10009356871
Cover Image
Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and Bootstrap methods and applications in analyzing stock data
Huang, Chao; Lin, Jin-guan; Ren, Yan-yan - In: Computational economics 39 (2012) 2, pp. 173-193
Persistent link: https://www.econbiz.de/10009513172
Cover Image
The size and power of bootstrap tests for spatial dependence in a linear regression model
Lin, Kuan-pin; Long, Zhi-he; Ou, Bianling - In: Computational economics 38 (2011) 2, pp. 153-171
Persistent link: https://www.econbiz.de/10009236990
Cover Image
Bootstraps for meta-analysis with an application to the impact of climate change
Tol, Richard S. J. - In: Computational economics 46 (2015) 2, pp. 287-303
Persistent link: https://www.econbiz.de/10011478479