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Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 146 (2008) 2, pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
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Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Journal of econometrics 146 (2008) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10003778224
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The wild bootstrap, tamed at last
Davidson, Russell; Flachaire, Emmanuel - In: Journal of econometrics 146 (2008) 1, pp. 162-169
Persistent link: https://www.econbiz.de/10003778276
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Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Journal of econometrics 145 (2008) 1/2, pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
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Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 133 (2006) 2, pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
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A consistent bootstrap test for conditional density functions with time-series data
Li, Fuchun; Tkacz, Greg - In: Journal of econometrics 133 (2006) 2, pp. 863-886
Persistent link: https://www.econbiz.de/10003359660
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 136 (2007) 2, pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
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Information optimality and Bayesian modelling
Clarke, Bertrand - In: Journal of econometrics 138 (2007) 2, pp. 405-429
Persistent link: https://www.econbiz.de/10003464270
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Efficient information theoretic inference for conditional moment restrictions
Smith, Richard J. - In: Journal of econometrics 138 (2007) 2, pp. 430-460
Persistent link: https://www.econbiz.de/10003464273