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Maximum likelihood in the frequency domain : a time to build example
Christiano, Lawrence J.; Vigfusson, Robert J. - 1999
Persistent link: https://www.econbiz.de/10001376962
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Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew; Wu, Jing Cynthia - 2014
Persistent link: https://www.econbiz.de/10010360896
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020
Persistent link: https://www.econbiz.de/10012391705
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Mis-classified, binary, endogenous regressors : identification and inference
DiTraglia, Francis J.; García Jimeno, Camilo - 2017
Persistent link: https://www.econbiz.de/10011741439
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Identification and estimation of dynamic causal effects in macroeconomics using external instruments
Stock, James H.; Watson, Mark W. - 2018
Persistent link: https://www.econbiz.de/10011796127
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An econometric analysis of nonsynchronous-trading
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000765761
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Exchange rate and current account dynamics under rational expectations : an econometric analysis
Papell, David H. - 1985
Persistent link: https://www.econbiz.de/10000684904
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Econometrics for decision making : building foundations sketched by Haavelmo and Wald
Manski, Charles F. - 2019
Persistent link: https://www.econbiz.de/10012174825
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Leave-out estimation of variance components
Kline, Patrick; Saggio, Raffaele; Sølvsten, Mikkel - 2019
Persistent link: https://www.econbiz.de/10012116080
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Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.; Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003770562