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  • Search: subject:"Student’s t VAR"
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DSGE model 1 DSGE modeling 1 DSGE-Modell 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Forecasting model 1 Modellierung 1 Normal VAR 1 Prognoseverfahren 1 Schock 1 Scientific modelling 1 Shock 1 Simulation 1 Student’s t VAR 1 VAR model 1 VAR-Modell 1 forecasting 1 identification 1 model validation 1 policy simulations 1 statistical adequacy 1 substantive adequacy 1
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Poudyal, Niraj 1 Spanos, Aris 1
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Econometrics : open access journal 1
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ECONIS (ZBW) 1
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Model validation and DSGE modeling
Poudyal, Niraj; Spanos, Aris - In: Econometrics : open access journal 10 (2022) 2, pp. 1-25
misspecified, and when respecified to arrive at a statistically adequate model gives rise to the Student’s t VAR model. This …
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