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Tempered particle filtering
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Journal of econometrics
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Evaluating DSGE model forecasts of comovements
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 152-166
Persistent link: https://www.econbiz.de/10009691168
Saved in:
2
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
3
Bias in local projections
Herbst, Edward P.
;
Johannsen, Benjamin K.
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015075078
Saved in:
4
VAR forecasting under misspecification
Schorfheide, Frank
- In:
Journal of econometrics
128
(
2005
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10003002293
Saved in:
5
Evaluating DSGE model forecasts of comovements
Herbst, Edward
;
Schorfheide, Frank
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 152-167
Persistent link: https://www.econbiz.de/10010034685
Saved in:
6
Estimation with overidentifying inequality moment conditions
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 136-154
Persistent link: https://www.econbiz.de/10003920286
Saved in:
7
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
8
Panel forecasts of country-level Covid-19 infections
Liu, Laura
;
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
Saved in:
9
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
10
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
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