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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~subject:"Kausalanalyse"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Kausalanalyse
Schätzung
Estimation theory
15
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7
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7
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6
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survey expectations
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Working paper / Department of Econometrics and Business Statistics, Monash University
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14
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
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10
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1
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
2
Mis-specified forecasts and myopia in an estimated new Keynesian model
Hajdini, Ina
-
2022
Persistent link: https://www.econbiz.de/10012822287
Saved in:
3
Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013375173
Saved in:
4
A unified framework to estimate macroeconomic stars
Zaman, Saeed
-
2022
-
This version: July 31, 2022
Persistent link: https://www.econbiz.de/10013375506
Saved in:
5
A unified framework to estimate macroeconomic stars
Zaman, Saeed
-
2021
-
This version: October 10, 2021
Persistent link: https://www.econbiz.de/10012694862
Saved in:
6
Tracking trend inflation : nonseasonally adjusted variants of the median and trimmed-mean CPI
Higgins, Amy
;
Verbrugge, Randal
-
2015
Persistent link: https://www.econbiz.de/10011386709
Saved in:
7
Estimating (Markov-Switching) VAR models without gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark
;
Herbst, Edward P.
-
2014
Persistent link: https://www.econbiz.de/10010497164
Saved in:
8
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
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