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Monetary policy estimation in real time : forward-looking Taylor rules without forward-looking data

Nikolsko-Rzhevskyy, Alex - In: Journal of money, credit and banking : JMCB 43 (2011) 5, pp. 871-897

Persistent link: https://www.econbiz.de/10009348603

Schattenwirtschaft und Messung des Wirtschaftswachstums

Braakmann, Albert - 2004

Persistent link: https://www.econbiz.de/10002113575

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - 2005

Persistent link: https://www.econbiz.de/10003323041

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1212-1227

Persistent link: https://www.econbiz.de/10003375980

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as univariate function estimation. For the...

Persistent link: https://www.econbiz.de/10009627286