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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

Detecting biotechnology industry's earnings management using Bayesian network, principal component analysis, back propagation neural network, and decision tree

Chen, Fu-Hsiang; Chi, Der-Jang; Wang, Yi-Cheng - In: Economic modelling 46 (2015), pp. 1-10

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Global intersectoral production network and aggregate fluctuations

Barauskaite, Kristina; Nguyen, Anh D. M. - In: Economic modelling 102 (2021), pp. 1-15

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Tempered particle filtering

Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 210 (2019) 1, pp. 26-44

Persistent link: https://www.econbiz.de/10012303367

Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale

Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155

Persistent link: https://www.econbiz.de/10012110246

Bayesian estimation of state space models using moment conditions

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 201 (2017) 2, pp. 198-211

Persistent link: https://www.econbiz.de/10011918691

Dynamic prediction pools : an investigation of financial frictions and forecasting performance

Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405

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On the complex relationship between different aspects of social capital and group loan repayment

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Inference for VARs identified with sign restrictions

Granziera, Eleonora; Moon, Hyungsik Roger; Schorfheide, … - In: Quantitative economics : QE ; journal of the … 9 (2018) 3, pp. 1087-1121

There is a fast growing literature that set‐identifies structural vector autoregressions (SVARs) by imposing sign restrictions on the responses of a subset of the endogenous variables to a particular structural shock (sign‐restricted SVARs). Most methods that have been used to construct...

Persistent link: https://www.econbiz.de/10011994575

Nonparametric Bayes subject to overidentified moment conditions

Gallant, A. Ronald - In: Journal of econometrics 228 (2022) 1, pp. 27-38

Persistent link: https://www.econbiz.de/10013441713