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Panel forecasts of country-level Covid-19 infections

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22

Persistent link: https://www.econbiz.de/10012618232

On the determination of general scientific models

Gallant, A. Ronald (contributor); … - 2004 - This draft September 2004

Persistent link: https://www.econbiz.de/10003770545

Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips

Mariano, Roberto S.; Xiao, Zhijie; Yu, Jun - In: Journal of econometrics 169 (2012) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10009666784

Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips

Mariano, Roberto S. (contributor); … - 2012

Persistent link: https://www.econbiz.de/10009666881

A new approach to Bayesian hypothesis testing

Li, Yong; Zeng, Tao; Yu, Jun - In: Journal of econometrics 178 (2014) 1, pp. 602-612

Persistent link: https://www.econbiz.de/10010256849

A Markov-switching multifractal inter-trade duration model, with application to US equities

Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - In: Journal of econometrics 177 (2013) 2, pp. 320-342

Persistent link: https://www.econbiz.de/10010255140

A Bayesian chi-squared test for hypothesis testing

Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011502408

Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips

Mariano, Roberto S.; Xiao, Zhijie; Yu, Jun - In: Journal of econometrics 169 (2012) 2, pp. 139-141

Persistent link: https://www.econbiz.de/10009671398

Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips

Mariano, Roberto S. (contributor); … - 2012

Persistent link: https://www.econbiz.de/10009671554

Learning and Monetary Policy Shifts

Schorfheide, Frank - 2015

This paper estimates a dynamic stochastic equilibrium model in which agents use a Bayesian rule to learn about the state of monetary policy. Monetary policy follows a nominal interest rate rule that is subject to regime shifts. The following results are obtained. First, the author's policy...

Persistent link: https://www.econbiz.de/10013032845