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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
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DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha; Shin, Minchul; Tan, Fei - In: Computational economics 61 (2023) 1, pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
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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
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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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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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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
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The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng; Huang, Shian-Chang; Chiou, Chei-Chang; … - In: Computational economics 60 (2022) 4, pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
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A new bootstrapped hybrid artificial neural network approach for time series forecasting
Eğrioğlu, Erol; Fildes, Robert - In: Computational economics 59 (2022) 4, pp. 1355-1383
Persistent link: https://www.econbiz.de/10013260258
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Averages : there is still something to learn
Curto, José Dias - In: Computational economics 60 (2022) 2, pp. 755-779
Persistent link: https://www.econbiz.de/10013380829
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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