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person:"Hall, Alastair R."
subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
Estimation theory
21
Schätztheorie
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Method of moments
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Simulation
6
Dynamic equilibrium
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Dynamisches Gleichgewicht
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Impact assessment
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Time series analysis
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Wirkungsanalyse
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Structural break
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Strukturbruch
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IV-Schätzung
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Instrumental variables
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First-order identification failure
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First-order identification failure
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Generalised Empirical Likelihood
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Generalized Method of Moments estimation
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Induktive Statistik
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Kleinste-Quadrate-Methode
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Least squares method
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Minimum-chi squared estimation
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Moment condition models
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Moment-based estimation
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Nichtlineare Regression
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Nonlinear regression
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Statistical inference
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USA
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United States
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parameter variation
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structural instability
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1969-2005
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Hall, Alastair R.
Gao, Jiti
36
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
22
Lütkepohl, Helmut
21
Franses, Philip Hans
19
Sibbertsen, Philipp
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Teräsvirta, Timo
18
Lucas, André
16
Kapetanios, George
14
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Härdle, Wolfgang
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Peng, Bin
13
Pesaran, M. Hashem
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Swanson, Norman R.
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Gómez, Víctor
11
Koop, Gary
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Ooms, Marius
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Linton, Oliver
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Nielsen, Bent
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Beran, Jan
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Blasques, Francisco
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Brännäs, Kurt
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Dong, Chaohua
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Martin, Gael M.
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Mélard, Guy
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Schlicht, Ekkehart
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Spokojnyj, Vladimir G.
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Taylor, Robert
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Bauwens, Luc
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Cai, Zongwu
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Cavaliere, Giuseppe
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Croux, Christophe
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Fried, Roland
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Li, Degui
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ECONIS (ZBW)
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003889713
Saved in:
2
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10009559445
Saved in:
3
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10009304454
Saved in:
4
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003730903
Saved in:
5
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003454912
Saved in:
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