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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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Further evidence on business-cycle duration dependence
Diebold, Francis X. - In: Business cycles, indicators, and forecasting, (pp. 255-280). 1993
Persistent link: https://www.econbiz.de/10001314199
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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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SVARs with occasionally-binding constraints
Aruoba, S. Borağan; Mlikota, Marko; Schorfheide, Frank; … - In: Journal of econometrics 231 (2022) 2, pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
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Svars with occasionally-binding constraints
Aruoba, S. Borağan; Mlikota, Marko; Schorfheide, Frank; … - 2021
Persistent link: https://www.econbiz.de/10012492606
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Exact maximum-likelihood estimation of autoregressive models via the Kalman filter
Diebold, Francis X. - In: Economics letters 22 (1986) 2, pp. 197-201
Persistent link: https://www.econbiz.de/10001026524
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Serial correlation and the combination of forecasts
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10001044765
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Unbiased estimation of dynamic term structure models
Bauer, Michael D.; Rudebusch, Glenn D.; Wu, Jing Cynthia - 2011
Persistent link: https://www.econbiz.de/10009010468
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Estimating shadow-rate term structure models with Near-Zero Yields
Christensen, Jens H. E.; Rudebusch, Glenn D. - 2013
Persistent link: https://www.econbiz.de/10009733985
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Correcting estimation bias in dynamic term structure models
Bauer, Michael D.; Rudebusch, Glenn D.; Wu, Jing Cynthia - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 454-467
Persistent link: https://www.econbiz.de/10009658338