Search Results - subject:"structural parameters"

Automatic debiased machine learning of causal and structural effects

Chernozhukov, Victor; Newey, Whitney K.; Singh, Rahul - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 967-1027

Persistent link: https://www.econbiz.de/10013279515

Deconstructing the effects of SARS on China's real economy : what are the lessons for monetary policy?

Mo, Yichao; Liu, Ding; Sun, Weihong - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 6, pp. 1727-1740

Persistent link: https://www.econbiz.de/10012514967

Capacity Output and Cycles in Non-agricultural Output of the Indian Economy

Chitre, Vikas - In: Journal of Quantitative Economics 8 (2010) January, pp. 1-41

structural parameters of the model, treating them as unknown polynomial functions of the lag operator rather than as scalars. We …

Persistent link: https://www.econbiz.de/10010850680

Comparing Indirect Inference and likelihood testing: Asymptotic and small sample results

Meenagh, David; Minford, Patrick; Wickens, Michael; Xu, … - 2015

effect of the falseness of structural parameters on the overall forecast error. Even when the two tests are done on a like …

Persistent link: https://www.econbiz.de/10011533760

Comparing Indirect Inference and likelihood testing : asymptotic and small sample results

Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - 2015

effect of the falseness of structural parameters on the overall forecast error. Even when the two tests are done on a like …

Persistent link: https://www.econbiz.de/10011317842

Some notes on problematic issues in DSGE models

Slanicay, Martin; Čapek, Jan; Hloušek, Miroslav - In: Economic annals 61 (2016) 210, pp. 79-99

Persistent link: https://www.econbiz.de/10011645375

ROBUST TWOï¿½STAGE LEAST SQUARES: SOME MONTE CARLO EXPERIMENTS

MISHRA, Sudhanshu Kumar - In: Journal of Applied Economic Sciences 3 (2008) 4(6)_Winter2008

The Twoï¿½Stage Least Squares (2ï¿½SLS) is a well known econometric technique used to estimate the parameters of a multiï¿½equation econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) overï¿½identified or exactly identified....

Persistent link: https://www.econbiz.de/10005687857

Robust Two-Stage Least Squares: some Monte Carlo experiments

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2008

The Two-Stage Least Squares (2-SLS) is a well known econometric technique used to estimate the parameters of a multi-equation (or simultaneous equations) econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) over-identified or exactly...

Persistent link: https://www.econbiz.de/10005837152

The Hachemeister Regression Model

TRICA, Carmen Lenuta - In: Informatica Economica XII (2008) 3, pp. 133-137

In this article we will obtain, just like in the case of classical credibility model, a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state) and the collective estimate (based on aggregate USA data). Mathematics Subject...

Persistent link: https://www.econbiz.de/10009416394

Structural Error Correction Model: A Bayesian Perspective

Chua, Chew Lian; Summers, Peter - Econometric Society - 2004

cointegration in the ECM, and the Bayesian methods of Waggoner and Zha (2003) for estimating the structural parameters in BSVAR into …This paper proposes a Structural Error Correction Model (SECM) that allows concurrent estimation of the structural … parameters and analysis of cointegration. We amalgamate the Bayesian methods of Kleibergen and Paap (2002) for analysis of …

Persistent link: https://www.econbiz.de/10005063745