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State space models with endogenous regime switching
Chang, Yoosoon, (2018)
Weak Inference for Dynamic Stochastic General Equilibrium Models with Time-Varying Parameters
Huang, Naijing, (2016)
Using the Kalman Filter to Smooth the Shocks of a Dynamic Stochastic General Equilibrium Model
Bauer, Andy, (2015)
Minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj, (2014)
Measurement errors in dynamic models
Komunjer, Ivana, (2014)
Simulated minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj, (2017)