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Agents as empirical macroeconomists : Thomas J. Sargents's contribution to economics
Uhlig, Harald, (2012)
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian, (2020)
Are fiscal VAR's non-fundamentalness easily reversible through the addition of informative variables?
Vonbun, Christian, (2021)
Instrumental-variable estimation of an error-components model
Amemiya, Takeshi, (1986)
An essay on the life cycle : characterizing intertemporal behavior with uncertainty, human capital, taxes, durables, imperfect capital markets, and non-separable preferences
MaCurdy, Thomas E., (1999)
Using information on the moments of disturbances to increase the efficiency of estimation
MaCurdy, Thomas E., (2000)