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Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto; Foroni, Claudia; Marcellino, Massimiliano - 2017
Persistent link: https://www.econbiz.de/10011741654
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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
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Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
Aguirregabiria, Victor; Gu, Jiaying; Luo, Yao - 2018
Persistent link: https://www.econbiz.de/10011916539
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Logit price dynamics
Costain, James; Nakov, Anton - 2015
Persistent link: https://www.econbiz.de/10011316458
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Economic distributions and primitive distributions in monopolisitics competition
Anderson, Simon P.; Palma, André de - 2015
Persistent link: https://www.econbiz.de/10011316560
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Rational inattention dynamics : inertia and delay in decision-making
Steiner, Jakub; Stewart, Colin; Matejka, Filip - 2015
Persistent link: https://www.econbiz.de/10011317760
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Structural analysis with multivariate autoregressive index models
Carreiro, Andrea; Kapetanios, George; Marcellino, … - 2015
Persistent link: https://www.econbiz.de/10011391928
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Distilling the macroeocnomic new flow
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013
Persistent link: https://www.econbiz.de/10009723120
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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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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581