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On the identification of multivariate correlated unobserved components models
Trenkler, Carsten; Weber, Enzo - In: Economics letters 138 (2016), pp. 15-18
Persistent link: https://www.econbiz.de/10011615339
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A simple nonnegative process for equilibrium models
Hsu, Alex; Palomino, Francisco - In: Economics letters 132 (2015), pp. 39-44
Persistent link: https://www.econbiz.de/10011431117
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System reduction of dynamic stochastic general equilibrium models solved by gensys
Lee, Jae Won; Park, Woong-yong - In: Economics letters 199 (2021), pp. 1-3
Persistent link: https://www.econbiz.de/10012605872
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Credit spread and monetary policy
Teranishi, Yuki - In: Economics letters 114 (2012) 1, pp. 26-28
Persistent link: https://www.econbiz.de/10009515854
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Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima - In: Economics letters 133 (2015), pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
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Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle; Turatti, Douglas Eduardo - In: Economics letters 124 (2014) 3, pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
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Linear filtering for asymmetric stochastic volatility models
Kirby, Chris - In: Economics letters 92 (2006) 2, pp. 284-292
Persistent link: https://www.econbiz.de/10003360885
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A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M. - In: Economics letters 68 (2000) 3, pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
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Predictive accuracy for chaotic economic models
Bordignon, Silvano; Lisi, Francesco - In: Economics letters 70 (2001) 1, pp. 51-58
Persistent link: https://www.econbiz.de/10001534704
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Estimating dynamic panel data models : a guide for macroeconomics
Judson, Ruth A.; Owen, Ann L. - In: Economics letters 65 (1999) 1, pp. 9-15
Persistent link: https://www.econbiz.de/10001406355