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The relationship between DSGE and VAR models
Giacomini, Raffaella, (2013)
Christopher A. Sims and vector autoregressions
Christiano, Lawrence J., (2012)
Penalized indirect inference
Blasques, Francisco, (2015)
Comparing density forecasts via weighted likehood ratio tests : asymptotic and bootstrap methods
Giacomini, Raffaella, (2002)
Economic theory and forecasting : lessons from the literature
Giacomini, Raffaella, (2014)