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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Janeway Institute working paper series"
~person:"Li, Degui"
~person:"Schorfheide, Frank"
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Li, Degui
Schorfheide, Frank
Minford, Patrick
17
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12
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8
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ECONIS (ZBW)
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Solution and estimation methods for DSGE models
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2015
Persistent link: https://www.econbiz.de/10011440953
Saved in:
4
Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
Del Negro, Marco
;
Schorfheide, Frank
-
2007
Persistent link: https://www.econbiz.de/10003432564
Saved in:
5
Bayesian analysis of DSGE models
An, Sungbae
-
2005
Persistent link: https://www.econbiz.de/10013424661
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6
Non-stationary hours in a DSGE model
Chang, Yongsung
-
2005
Persistent link: https://www.econbiz.de/10013424669
Saved in:
7
Learning by doing as a propagation mechanism
Chang, Yongsung
-
2002
Persistent link: https://www.econbiz.de/10013424165
Saved in:
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