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  • Search: subject:"Indirect inference"
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Year of publication
Subject
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indirect inference 191 Indirect inference 131 Indirect Inference 118 Estimation theory 75 Schätztheorie 75 DSGE model 74 Theorie 69 Induktive Statistik 68 Statistical inference 68 Theory 62 DSGE-Modell 55 Dynamisches Gleichgewicht 54 Bootstrap 52 Schätzung 50 DSGE 47 Dynamic equilibrium 45 Estimation 45 Wald statistic 42 Monetary policy 31 VAR 29 VAR-Modell 29 VAR model 28 Bootstrap-Verfahren 26 Geldpolitik 25 Statistischer Test 24 Großbritannien 22 Statistical test 22 China 21 New Keynesian 20 Zeitreihenanalyse 20 Time series analysis 19 Bootstrap approach 18 Konjunktur 18 Monte Carlo 18 Monte Carlo simulation 17 Monte-Carlo-Simulation 17 New Classical 17 United Kingdom 17 NKM model 16 Business cycle 15
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Online availability
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Free 295 Undetermined 138 CC license 3
Type of publication
All
Book / Working Paper 321 Article 142 Other 6
Type of publication (narrower categories)
All
Working Paper 169 Article in journal 95 Aufsatz in Zeitschrift 95 Arbeitspapier 87 Graue Literatur 85 Non-commercial literature 85 Article 5 research-article 3 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 329 Undetermined 135 French 2 German 1 Italian 1 Spanish 1
Author
All
Minford, Patrick 178 Meenagh, David 108 Le, Vo Phuong Mai 55 Wickens, Michael R. 45 Ou, Zhirong 41 Xu, Yongdeng 38 Minford, A. Patrick L. 26 Wickens, Michael 19 Zhou, Peng 18 Liu, Chunping 15 María-Dolores, Ramón 13 Renault, Eric 13 Czellar, Veronika 12 Dong, Xue 11 Fan, Jingwen 11 Frazier, David T. 11 Vázquez, Jesús 10 Blasques, Francisco 9 Xiao, Zhiguo 9 Zhu, Zheyi 9 Calzolari, Giorgio 8 Koopman, Siem Jan 8 Matthews, Kent 8 Bayer, Christian 7 Halbleib, Roxana 7 Juessen, Falko 7 Kristensen, Dennis 7 Kukuk, Martin 7 Phillips, Peter C. B. 7 Raknerud, Arvid 7 Sentana, Enrique 7 Simonovska, Ina 7 Stadler, Manfred 7 Yu, Jun 7 Creel, Michael 6 Dai, Li 6 Fiorentini, Gabriele 6 Gai, Yue 6 Muller, Paul 6 Rosholm, Michael 6
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Institution
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Economics Section, Cardiff Business School 27 C.E.P.R. Discussion Papers 26 Cowles Foundation for Research in Economics, Yale University 5 Society for Computational Economics - SCE 5 Society for Economic Dynamics - SED 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 4 Banco de España 3 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 3 Department of Economics, Boston College 3 Institut d'Economie et Econométrie, Université de Genève 3 Business School, University of Sydney 2 CESifo 2 CTS - Centre for Transport Studies Stockholm (KTH and VTI) 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 2 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 2 East Asian Bureau of Economic Research (EABER) 2 Econometric Society 2 European Central Bank 2 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 2 Facultad de Economía y Empresa, Universidad de Murcia 2 HEC Paris (École des Hautes Études Commerciales) 2 Institute for the Study of Labor (IZA) 2 London School of Economics (LSE) 2 School of Economics and Management, University of Aarhus 2 School of Economics, Singapore Management University 2 Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen 2 Banca d'Italia 1 Banque de France 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 C.V. Starr Center for Applied Economics, Department of Economics 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG) 1 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Departamento de Economía, Facultad de Ciencias Sociales 1 Department of Economics, University of Hawaii-Manoa 1 Department of Economics, University of Warwick 1 EconWPA 1
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Published in...
All
Cardiff Economics Working Papers 87 Cardiff economics working papers 47 CEPR Discussion Papers 26 Journal of econometrics 16 Open economies review 12 Applied economics 7 Discussion papers / CEPR 7 Economic modelling 7 IZA Discussion Papers 6 Cowles Foundation Discussion Papers 5 Discussion paper / Tinbergen Institute 5 Economics letters 5 Journal of international money and finance 5 MPRA Paper 5 Open Economies Review 5 2006 Meeting Papers 4 DFAEII Working Papers 4 Econometrics 4 Tinbergen Institute Discussion Paper 4 Tübinger Diskussionsbeiträge 4 Banco de España Working Papers 3 Boston College Working Papers in Economics 3 CDMA Conference Paper Series 3 CESifo Working Paper 3 Computational Statistics & Data Analysis 3 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 3 Econometrics : open access journal 3 Journal of economic dynamics & control 3 Journal of international financial markets, institutions & money 3 Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 3 Studies in Nonlinear Dynamics & Econometrics 3 Série des documents de travail 3 The econometrics journal 3 CEMFI working paper 2 CESifo Working Paper Series 2 CESifo working papers 2 CORE Discussion Papers 2 CREATES Research Papers 2 Computing in Economics and Finance 2006 2 Cowles Foundation discussion paper 2
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Source
All
ECONIS (ZBW) 186 RePEc 186 EconStor 87 BASE 7 Other ZBW resources 3
Showing 261 - 270 of 469
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The elasticity of trade: Estimates and evidence
Simonovska, Ina; Waugh, Michael E. - 2011
Quantitative results from a large class of international trade models depend critically on the elasticity of trade with respect to trade frictions. We develop a simulated method of moments estimator to estimate this elasticity from disaggregate price and trade-flow data using the Ricardian...
Persistent link: https://www.econbiz.de/10010274793
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The elasticity of trade: Estimates and evidence
Simonovska, Ina; Waugh, Michael - 2011
Quantitative results from a large class of structural gravity models of international trade depend critically on the elasticity of trade with respect to trade frictions. We develop a new simulated method of moments estimator to estimate this elasticity from disaggregate price and trade-flow data...
Persistent link: https://www.econbiz.de/10010282112
Saved in:
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Can a pure real business cycle model explain the real exchange rate: The case of Ukraine
Onishchenko, Kateryna - 2011
economy real business cycle model and testing it by method of indirect inference shows that RER can be reproduced by RBC …
Persistent link: https://www.econbiz.de/10010288771
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Can the fiscal theory of the price level explain UK inflation in the 1970s?
Fan, Jingwen; Minford, Patrick - 2011
ways: for its trend using cointegration analysis and for its dynamics using the method of indirect inference. We find that …
Persistent link: https://www.econbiz.de/10010288823
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Indirect Inference Based on the Score
Fuleky, Peter; Zivot, Eric - University of Hawai'i Economic Research Organization … - 2011
The Efficient Method of Moments (EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference … the EMM estimator but in finite samples behaves more like the distance-based indirect inference estimator of Gouri …
Persistent link: https://www.econbiz.de/10011201738
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Indirect likelihood inference
Creel, Michael; Kristensen, Dennis - Departament d'Economia i Història Econòmica, … - 2011
the indirect inference estimator. Monte Carlo results for a number of applications including dynamic and nonlinear panel …
Persistent link: https://www.econbiz.de/10009643730
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Indirect Likelihood Inference
Creel, Michael; Kristensen, Dennis - Centre pour la Recherche Économique et ses … - 2011
the indirect inference estimator. Monte Carlo results for a number of applications including dynamic and nonlinear panel …
Persistent link: https://www.econbiz.de/10009197251
Saved in:
Cover Image
Indirect Inference Based on the Score
Fuleky, Peter; Zivot, Eric - Department of Economics, University of Hawaii-Manoa - 2011
The Efficient Method of Moments (EMM) estimator popularized by Gallant and Tauchen (1996) is an indirect inference … the EMM estimator but in finite samples behaves more like the distance-based indirect inference estimator of Gourieroux …
Persistent link: https://www.econbiz.de/10009321241
Saved in:
Cover Image
The Elasticity of Trade: Estimates and Evidence
Simonovska, Ina; Waugh, Michael E. - CESifo - 2011
Quantitative results from a large class of international trade models depend critically on the elasticity of trade with respect to trade frictions. We develop a simulated method of moments estimator to estimate this elasticity from disaggregate price and trade-flow data using the Ricardian...
Persistent link: https://www.econbiz.de/10008853860
Saved in:
Cover Image
Can a pure real business cycle model explain the real exchange rate: the case of Ukraine
Onishchenko, Kateryna - Economics Section, Cardiff Business School - 2011
economy real business cycle model and testing it by method of indirect inference shows that RER can be reproduced by RBC …
Persistent link: https://www.econbiz.de/10009145160
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