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Choosing the variable to estimate singular DSGE models
Canova, Fabio; Ferroni, Filippo; Ciccarelli, Matteo - 2013
Persistent link: https://www.econbiz.de/10009734276
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Bridging DSGE models and the raw data
Canova, Fabio - 2013
Persistent link: https://www.econbiz.de/10009734278
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How much structure in empirical models?
Canova, Fabio - 2008
Persistent link: https://www.econbiz.de/10003704634
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Back to square one : identification issues in DSGE models
Canova, Fabio; Sala, Luca - 2009
Persistent link: https://www.econbiz.de/10003830480
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Validating monetary DSGE models through vars
Canova, Fabio - 2002
Persistent link: https://www.econbiz.de/10013424027
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011900148
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Estimating overidentified, non-recursive, time varying coefficients structural vars
Canova, Fabio; Forero, Fernando J. Pèrez - 2014
Persistent link: https://www.econbiz.de/10010382052
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A composite likelihood approach for dynamic structural models
Canova, Fabio; Matthes, Christian - 2018
Persistent link: https://www.econbiz.de/10012000545
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Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique; Fiorentini, Gabriele - 2018
Persistent link: https://www.econbiz.de/10011916573
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Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele; Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011884227