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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: Journal of econometrics 185 (2015) 1, pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
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Comparing dynamic equilibrium models to data : a Bayesian approach
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - In: Journal of econometrics 123 (2004) 1, pp. 153-187
Persistent link: https://www.econbiz.de/10002223767
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Inference in Bayesian Proxy-SVARs
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - In: Journal of econometrics 225 (2021) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10013279023
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The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller; Christensen, Bent Jesper - In: Journal of econometrics 184 (2015) 2, pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
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Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Journal of econometrics 212 (2019) 1, pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
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Comparing dynamic equilibrium models to data: a Bayesian approach
Fernández-Villaverde, Jesús; Francisco … - In: Journal of econometrics 123 (2004) 1, pp. 153-188
Persistent link: https://www.econbiz.de/10007786672