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State space models with endogenous regime switching
Chang, Yoosoon, (2018)
Dynamic Stochastic General Equilibrium Models in a Liquidity Trap and Self-Organizing State Space Modeling
Yano, Koiti, (2009)
Weak Inference for Dynamic Stochastic General Equilibrium Models with Time-Varying Parameters
Huang, Naijing, (2016)
Simulated minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj, (2017)
Measurement errors in dynamic models
Komunjer, Ivana, (2014)
Minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj, (2014)