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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

Perturbation Methods for Markov-Switching DSGE Models

Foerster, Andrew T. - 2015

system of quadratic polynomial equations. We propose to use the theory of Gröbner bases for solving such a quadratic system …

Persistent link: https://www.econbiz.de/10013026084

Inference Based on SVARs Identified with Sign and Zero Restrictions : Theory and Applications

Arias, Jonas - 2015

of these techniques does not respect the agnosticism of the theory. These algorithms impose additional sign restrictions … agnosticism of the theory. Without the additional restrictions, it is hard to support the claim that either optimism shocks are an …

Persistent link: https://www.econbiz.de/10013026111

Understanding the New Keynesian Model When Monetary Policy Switches Regimes

Farmer, Roger E. A. - 2014

This paper studies a New Keynesian model in which monetary policy may switch between regimes. We derive sufficient conditions for indeterminacy that are easy to implement and we show that the necessary and sufficient condition for determinacy, provided by Davig and Leeper, is necessary but not...

Persistent link: https://www.econbiz.de/10012709397