EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"nonstandard asymptotics"
Narrow search

Narrow search

Year of publication
Subject
All
nonstandard asymptotics 11 DSGE 7 VAR 7 bootstrap 7 impulse response 7 robust inference 7 weak identification 7 structural estimation 4 Estimation theory 3 Nonstandard asymptotics 3 Schätztheorie 3 Structural estimation 3 Asymptotic expansion 2 Auctions 2 DSGE model 2 DSGE-Modell 2 GARCH factors 2 GMM 2 L-statistics 2 Type I and Type II errors 2 VAR model 2 VAR-Modell 2 first order identification 2 unobserved heterogeneity 2 Auction 1 Auction theory 1 Auktion 1 Auktionstheorie 1 Bandwidth choice 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Common features 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 GMM overidenti fication test 1 GMM overidentification test 1 Kernel method 1 Long-run variance 1 Loss function 1 Maximum likelihood estimation 1
more ... less ...
Online availability
All
Free 14
Type of publication
All
Book / Working Paper 12 Article 2
Type of publication (narrower categories)
All
Working Paper 4 Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 2 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
more ... less ...
Language
All
English 8 Undetermined 6
Author
All
Inoue, Atsushi 7 Kilian, Lutz 7 Guerron-Quintana, Pablo 3 Armstrong, Timothy B. 2 Dovonon, Prosper 2 Guerron-quintana, Pablo 2 Guerrón-Quintana, Pablo A. 2 Jin, Sainan 2 Phillips, Peter C. B. 2 Matsushita, Yukitoshi 1 Otsu, Taisuke 1 Renault, Eric 1 Renault, Éric 1 Sun, Yixiao 1 Sun, Yixiao X 1
more ... less ...
Institution
All
Vanderbilt University Department of Economics 2 Center for Financial Studies 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, University of California-San Diego (UCSD) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
CFS Working Paper Series 2 Vanderbilt University Department of Economics Working Papers 2 CESifo Working Paper 1 CESifo working papers 1 CFS working paper series 1 CIRANO Working Papers 1 Cowles Foundation Discussion Papers 1 Econometrics papers 1 MPRA Paper 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 University of California at San Diego, Economics Working Paper Series 1
more ... less ...
Source
All
RePEc 7 ECONIS (ZBW) 4 EconStor 3
Showing 1 - 10 of 14
Cover Image
Jackknife, small bandwidth and high-dimensional asymptotics
Matsushita, Yukitoshi; Otsu, Taisuke - 2019
Persistent link: https://www.econbiz.de/10012491618
Saved in:
Cover Image
Impulse Response Matching Estimators for DSGE Models
Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - 2016
One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...
Persistent link: https://www.econbiz.de/10011431276
Saved in:
Cover Image
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2016
One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...
Persistent link: https://www.econbiz.de/10011418016
Saved in:
Cover Image
Impulse response matching estimators for DSGE models
Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - 2014
One of the leading methods of estimating the structural parameters of DSGE mod- els is the VAR-based impulse response matching estimator. The existing asympotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...
Persistent link: https://www.econbiz.de/10010435454
Saved in:
Cover Image
Impulse response matching estimators for DSGE models
Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - Center for Financial Studies - 2014
One of the leading methods of estimating the structural parameters of DSGE mod- els is the VAR-based impulse response matching estimator. The existing asympotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...
Persistent link: https://www.econbiz.de/10011097611
Saved in:
Cover Image
Impulse response matching estimators for DSGE models
Guerron-quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - Vanderbilt University Department of Economics - 2014
One of the leading methods of estimating the structural parameters of DSGE mod- els is the VAR-based impulse response matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...
Persistent link: https://www.econbiz.de/10011246096
Saved in:
Cover Image
Impulse response matching estimators for DSGE models
Guerron-quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - Vanderbilt University Department of Economics - 2014
One of the leading methods of estimating the structural parameters of DSGE mod- els is the VAR-based impulse response matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...
Persistent link: https://www.econbiz.de/10011213816
Saved in:
Cover Image
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asympotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...
Persistent link: https://www.econbiz.de/10010437938
Saved in:
Cover Image
Bounds in auctions with unobserved heterogeneity
Armstrong, Timothy B. - In: Quantitative Economics 4 (2013) 3, pp. 377-415
Persistent link: https://www.econbiz.de/10011599643
Saved in:
Cover Image
Bounds in auctions with unobserved heterogeneity
Armstrong, Timothy B. - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 377-415
Many empirical studies of auctions rely on the assumption that the researcher observes all variables that make auctions differ ex ante. When there is unobserved heterogeneity, the direction of the bias this causes is known only in a few restrictive examples. In this paper, I show that ignoring...
Persistent link: https://www.econbiz.de/10011757076
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...