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Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the US cross-section
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco - 2013
Persistent link: https://www.econbiz.de/10009786989
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Nonparametric identification of accelerated failure time competing risks models
Lee, Sokbae; Lewbel, Arthur - In: Econometric theory 29 (2013) 5, pp. 905-919
Persistent link: https://www.econbiz.de/10010248323
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Efficient perturbation methods for solving regime-switching DSGE models
Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10010507823
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Optimal portfolio choice under decision-based model combinations
Pettenuzzo, Davide; Ravazzolo, Francesco - 2014
Persistent link: https://www.econbiz.de/10010434558
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Combining predictive densities using Bayesian filtering with applications to US economics data
Billio, Monica (contributor) - 2010
Persistent link: https://www.econbiz.de/10008772588
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Robustifying optimal monetary policy using simple rules as cross-checks
Ilbas, Pelin; Røisland, Øistein; Sveen, Tommy - 2012
Persistent link: https://www.econbiz.de/10009680982
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On the lack of power of omnibus specification tests
Escanciano, J. Carlos - In: Econometric theory 25 (2009) 1, pp. 162-194
Persistent link: https://www.econbiz.de/10003816221
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Implementing the zero lower bound in an estimated regime-switching DSGE model
Binning, Andrew; Maih, Junior - 2016
Persistent link: https://www.econbiz.de/10011449725
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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew; Maih, Junior - 2015
Persistent link: https://www.econbiz.de/10011410311
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Nonparametric identification of latent competing risks models
Colby, Gordana; Rilstone, Paul - In: Econometric theory 20 (2004) 5, pp. 883-890
Persistent link: https://www.econbiz.de/10002265245