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DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and t errors
Chib, Siddhartha, (2021)
The relationship between DSGE and VAR models
Giacomini, Raffaella, (2013)
Christopher A. Sims and vector autoregressions
Christiano, Lawrence J., (2012)
Comparing density forecasts via weighted likelihood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella, (2002)
Comparing density forecasts via weighted likehood ratio tests : asymptotic and bootstrap methods