econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an … available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate … macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of …

Since the pioneering work of Koenker and Bassett (1978), econometric models involving median and quantile rather than … the classical mean or conditional mean concepts have attracted much interest.Contrary to the traditional models where the … noise is assumed to have mean zero, median-restricted models enjoy a rich group-invariance structure.In this paper, we …