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Using gretl for Monte Carlo experiments
Adkins, Lee Chester - In: Journal of applied econometrics 26 (2011) 5, pp. 880-885
Persistent link: https://www.econbiz.de/10009408902
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Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha; Jacobi, Liana - In: Journal of applied econometrics 31 (2016) 6, pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
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Maximum likelihood estimation of factor models on datasets with arbitrary pattern of missing data
Bańbura, Marta; Modugno, Michele - In: Journal of applied econometrics 29 (2014) 1, pp. 133-160
Persistent link: https://www.econbiz.de/10010414234
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
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Replicating the results in "a new model of trend inflation" using particle Markov chain Monte Carlo
Nonejad, Nima - In: Journal of applied econometrics 31 (2016) 7, pp. 1478-1483
Persistent link: https://www.econbiz.de/10011691534
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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of applied econometrics 31 (2016) 3, pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
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Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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Model selection with estimated factors and idiosyncratic components
Fosten, Jack - In: Journal of applied econometrics 32 (2017) 6, pp. 1087-1106
Persistent link: https://www.econbiz.de/10011862567
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Reverse regressions and long-horizon forecasting
Wei, Min; Wright, Jonathan H. - In: Journal of applied econometrics 28 (2013) 3, pp. 353-371
Persistent link: https://www.econbiz.de/10009756517