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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008656170
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Systemic loops and liquidity regulation
Aldasoro, Iñaki; Faia, Ester - 2015
Persistent link: https://www.econbiz.de/10011408102
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - 2013
Persistent link: https://www.econbiz.de/10010206763
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Generalized method of moments with latent variables
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013
Persistent link: https://www.econbiz.de/10010206776
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GMM estimation of empirical growth models
Bond, Stephen - 2001
Persistent link: https://www.econbiz.de/10013423645
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An investment-growth asset pricing model
Li, Qing - 2001
Persistent link: https://www.econbiz.de/10013423687
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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003381781
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Can the learnability criterion ensure determinacy in New Keynesian models?
Minford, Patrick; Srinivasan, Naveen - 2012
Persistent link: https://www.econbiz.de/10009577573
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Growth econometrics for agnostics and true believers
Rockey, James; Temple, Jonathan - 2015
Persistent link: https://www.econbiz.de/10011289245
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10009784706