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Bayesian and frequentist inference in partially identified models
Moon, Hyungsik Roger; Schorfheide, Frank - 2009
Persistent link: https://www.econbiz.de/10003835763
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10009767519
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Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010238424
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - 2012
Persistent link: https://www.econbiz.de/10010197217
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Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010345047
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Tempered particle filtering
Herbst, Edward P.; Schorfheide, Frank - 2016
Persistent link: https://www.econbiz.de/10011566178
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - In: Journal of applied econometrics 29 (2014) 7, pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010431737
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Minimum distance estimation of nonstationary time series models
Moon, Hyungsik Roger; Schorfheide, Frank - In: Econometric theory 18 (2002) 6, pp. 1385-1407
Persistent link: https://www.econbiz.de/10001716909
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Heterogeneity and aggregate fluctuations
Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274