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High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha
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Shin, Minchul
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Tan, Fei
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2020
Persistent link: https://www.econbiz.de/10012373015
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Bayesian estimation and comparison of cnditional moment models
Chib, Siddhartha
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Shin, Minchul
;
Simoni, Anna
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2019
Persistent link: https://www.econbiz.de/10012198373
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DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and t errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
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2021
Persistent link: https://www.econbiz.de/10012431677
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