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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano - In: International economic review 56 (2015) 2, pp. 331-358
Persistent link: https://www.econbiz.de/10011421088
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On asymptotic properties of the parameters of differentiated product demand and supply systems when demographically categorized purchasing pattern data are available
Myojo, Satoshi; Kanazawa, Yuichiro - In: International economic review 53 (2012) 3, pp. 887-937
Persistent link: https://www.econbiz.de/10009690944
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Simulated maximum likelihood estimation based on first-order conditions
Keane, Michael P. - In: International economic review 50 (2009) 2, pp. 627-675
Persistent link: https://www.econbiz.de/10003843090
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A generalized moments estimator for the autoregressive parameter in a spatial model
Kelejian, Harry H.; Prucha, Ingmar R. - In: International economic review 40 (1999) 2, pp. 509-533
Persistent link: https://www.econbiz.de/10001374345
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Further results on Bayesian method of moments analysis of the multiple regression model
Zellner, Arnold; Tobias, Justin L. - In: International economic review 42 (2001) 1, pp. 121-140
Persistent link: https://www.econbiz.de/10001562209
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Regularized gmm for time-varying models with applications to asset pricing
Cui, Liyuan; Feng, Guanhao; Hong, Yongmiao - In: International economic review 65 (2024) 2, pp. 851-883
Persistent link: https://www.econbiz.de/10014538940
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Measuring world business cycles
Gregory, Allan W. - In: International economic review 38 (1997) 3, pp. 677-701
Persistent link: https://www.econbiz.de/10001225741
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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A note on chambers's long memory and aggregation in macroeconomic time series
Souza, Leonardo Rocha - In: International economic review 46 (2005) 3, pp. 1059-1063
Persistent link: https://www.econbiz.de/10003054314