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General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP : a...
Faust, Jon - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 121-161
Persistent link: https://www.econbiz.de/10001242080
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The temporal stability of dividends and stock prices : evidence from the likelihood function
DeJong, David Neil - In: The American economic review 81 (1991) 3, pp. 600-617
Persistent link: https://www.econbiz.de/10001107488
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On DeJong and Whiteman's Bayesian inference for the unit root model
Sowell, Fallaw - In: Journal of monetary economics 28 (1991) 2, pp. 255-263
Persistent link: https://www.econbiz.de/10001115230
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Reconsidering "trends and random walks in macroeconomic time series"
DeJong, David Neil - In: Journal of monetary economics 28 (1991) 2, pp. 221-254
Persistent link: https://www.econbiz.de/10001115232
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More unsettling evidence on the perfect markets hypothesis
DeJong, David Neil - In: Economic review 77 (1992) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10001134265
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The forecasting attributes of trend- and difference-stationary representations for macroeconomic time series
DeJong, David Neil - In: Journal of forecasting 13 (1994) 3, pp. 279-297
Persistent link: https://www.econbiz.de/10001157662
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Estimating moving average parameters : classical pileups and Bayesian posteriors
DeJong, David Neil - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 311-317
Persistent link: https://www.econbiz.de/10001146831
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Trade liberalisation, exports and economic growth : a Bayesian time-series perspective
Riezman, Raymond Glenn - 1995
Persistent link: https://www.econbiz.de/10000923875
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Identification failure in the intertemporal consumption CAPM
Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - 1995
Persistent link: https://www.econbiz.de/10000930227
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The engine of growth or its handmaiden? : A time series assessment of export-led growth
Riezman, Raymond Glenn; Summers, Peter M.; Whiteman, … - 1993
Persistent link: https://www.econbiz.de/10000951663