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Posterior analysis of econometric models using Monte Carlo integration

Dijk, Herman K. van - 1984

Persistent link: https://www.econbiz.de/10000000631

Statistics and econometric models

Gouriéroux, Christian; Monfort, Alain - 1995

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Indirect inference

Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev

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Testing, encompassing and simulating dynamic econometric models

Gouriéroux, Christian; Monfort, Alain - 1992

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Simulation based econometric methods

Gouriéroux, Christian; Monfort, Alain - 1995

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Testing, encompassing, and simulating dynamic econometric models

Gouriéroux, Christian - In: Econometric theory 11 (1995) 2, pp. 195-228

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Testing, encompassing and simulating dynamic econometric models

Gouriéroux, Christian; Monfort, Alain - 1994 - Rev

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Indirect inference for stochastic differential equations

Gouriéroux, Christian; Monfort, Alain - 1994

Persistent link: https://www.econbiz.de/10000895472

Statistics and econometric models

Gourieroux, Christian; Monfort, Alain - 1995

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Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van - 1999

In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...

Persistent link: https://www.econbiz.de/10011302135