//-->
The Relationship Between DSGE and VAR Models
Giacomini, Raffaella, (2013)
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
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