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Confronting model misspecification in macroeconomics

Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 171 (2012) 2, pp. 167-184

Persistent link: https://www.econbiz.de/10009691164

Bayesian exploratory factor analysis

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10010506092

Cross-validated SNP density estimates

Coppejans, Mark; Gallant, A. Ronald - In: Journal of econometrics 110 (2002) 1, pp. 27-65

Persistent link: https://www.econbiz.de/10001689441

Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution

Gallant, A. Ronald - In: Journal of econometrics 45 (1990) 1, pp. 141-179

Persistent link: https://www.econbiz.de/10001332076

Estimation of stochastic volatility models with diagnostics

Gallant, A. Ronald - In: Journal of econometrics 81 (1997) 1, pp. 159-192

Persistent link: https://www.econbiz.de/10001336798

The relative efficiency of method of moments estimators

Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 92 (1999) 1, pp. 149-172

Persistent link: https://www.econbiz.de/10001400094

Likelihood preserving normalization in multiple equation models

Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 114 (2003) 2, pp. 329-347

Persistent link: https://www.econbiz.de/10001750813

Dynamic Entry with Cross Product Spillovers : An Application to the Generic Drug Industry

Gallant, A. Ronald - 2010

Experience in one product market can potentially improve firm performance in a related product market in the future. Thus, entry into a market is determined not just by profits in that market but also by its future impact on profitability in other markets. We formulate and estimate a dynamic...

Persistent link: https://www.econbiz.de/10013138373

Inference in Bayesian Proxy-SVARs

Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - In: Journal of econometrics 225 (2021) 1, pp. 88-106

Persistent link: https://www.econbiz.de/10013279023

Achieving shrinkage in a time-varying parameter model framework

Bitto, Angela; Frühwirth-Schnatter, Sylvia - In: Journal of econometrics 210 (2019) 1, pp. 75-97

Persistent link: https://www.econbiz.de/10012303379