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Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Phillipp; Heckman, James J.; Mosso, Stefano - 2014
Persistent link: https://www.econbiz.de/10010440137
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Errors in the dependent variable of quantile regression models
Hausman, Jerry A.; Liu, Haoyang; Luo, Ye; Palmer, … - 2019
Persistent link: https://www.econbiz.de/10012027311
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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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Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.; Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003770562
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Spatial errors in count data regressions
Bertanha, Marinho; Moser, Petra - 2014
Persistent link: https://www.econbiz.de/10010410732
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Shock restricted structural vector-autoregressions
Ludvigson, Sydney C.; Ma, Sai; Ng, Serena - 2017
Persistent link: https://www.econbiz.de/10011634676
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Protectionism and the business cycle
Barattieri, Alessandro; Cacciatore, Matteo; Ghironi, Fabio - 2018
Persistent link: https://www.econbiz.de/10011813918
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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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Structural gravity and fixed effects
Fally, Thibault - 2015
Persistent link: https://www.econbiz.de/10011284906
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An empirical model of network formation : detecting homophily when agents are heterogenous
Graham, Bryan S. - 2014
Persistent link: https://www.econbiz.de/10010394516