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Forecast and multiplier sensitivity analysis with respect to change of equations and submodels in dynamic systems
Elker, Johann - 1987 - Revised version
Persistent link: https://www.econbiz.de/10000335705
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The quantitative significance of the Lucas critique
Miller, Preston J.; Roberds, William - 1987
Persistent link: https://www.econbiz.de/10000723225
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La méthode de désaisonnalisation X-11-ARIMA
Vera-Mendez, Alberto; Nicolas, Pierre - 1987
Persistent link: https://www.econbiz.de/10000755842
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The Norwegian microsimulation model LOTTE : applications to personal and corporate taxes and social security benefits
Aasness, Jørgen (contributor) - 1995
Persistent link: https://www.econbiz.de/10000610004
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Statistical inference in non-nested econometric models
McAleer, Michael; Pesaran, M. Hashem - 1985
Persistent link: https://www.econbiz.de/10000692747
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Maximum likelihood estimation of econometric models with rational expectations of current endogenous variables
Meijdam, Lex; Plasmans, Joseph E. J. - 1986
Persistent link: https://www.econbiz.de/10000694165
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Prognoseorientierte Schätzverfahren
Frei, Gertrud - 1986
Persistent link: https://www.econbiz.de/10000696634
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A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts
Christiano, Lawrence J. - 1985
Persistent link: https://www.econbiz.de/10000710868
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Sensitivity analysis of point forecasts in dynamic econometric models
Elker, Johann - 1986
Persistent link: https://www.econbiz.de/10000046890
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Grundlagen der quantitativen Wirtschaftspolitik
Kuhbier, Peter - 1981
Persistent link: https://www.econbiz.de/10000077556