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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Estimation theory
248
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65
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Nielsen, Morten Ørregaard
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353
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190
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ECONIS (ZBW)
248
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
10
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
11
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
12
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
13
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
14
Combining matching and synthetic controls to trade off biases from extrapolation and interpolation
Kellogg, Maxwell
;
Mogstad, Magne
;
Pouliot, Guillaume
; …
-
2020
Persistent link: https://www.econbiz.de/10012177228
Saved in:
15
Household balance sheet channels of monetary policy : a back of the envelope calculation for the Euro area
Slacalek, Jirka
;
Tristani, Oreste
;
Violante, Giovanni L.
-
2020
Persistent link: https://www.econbiz.de/10012179076
Saved in:
16
In praise of confidence intervals
Romer, David
-
2020
Persistent link: https://www.econbiz.de/10012180490
Saved in:
17
What do we learn from cross-regional empirical estimates in macroeconomics?
Guren, Adam M.
;
McKay, Alisdair
;
Nakamura, Emi
;
Jón …
-
2020
Persistent link: https://www.econbiz.de/10012216498
Saved in:
18
Random-coefficients logit demand estimation with zero-valued market shares
Dubé, Jean-Pierre H.
;
Hortaçsu, Ali
;
Joo, Joonhwi
-
2020
Persistent link: https://www.econbiz.de/10012219711
Saved in:
19
A model of scientific communication
Andrews, Isaiah
;
Shapiro, Jesse M.
-
2020
Persistent link: https://www.econbiz.de/10012220091
Saved in:
20
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012220099
Saved in:
21
At what level should one cluster standard errors in paired experiments, and in stratified experiments with small strata?
Chaisemartin, Clément de
;
Ramirez-Cuellar, Jaime
-
2020
Persistent link: https://www.econbiz.de/10012266018
Saved in:
22
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012391705
Saved in:
23
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
24
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
25
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
26
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
27
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
28
Granular instrumental variables
Gabaix, Xavier
;
Koijen, Ralph S. J.
-
2020
Persistent link: https://www.econbiz.de/10012416967
Saved in:
29
Estimating DSGE models : recent advances and future challenges
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2020
Persistent link: https://www.econbiz.de/10012298195
Saved in:
30
Correcting for misclassied binary regressors using instrumental variables
Haider, Steven
;
Stephens, Melvin
-
2020
Persistent link: https://www.econbiz.de/10012301540
Saved in:
31
Behavioral welfare economics and risk preferences : a Bayesian approach
Gao, Xiaoxue Sherry
;
Harrison, Glenn W.
;
Tchernis, Rusty
-
2020
Persistent link: https://www.econbiz.de/10012291008
Saved in:
32
Estimating dynamic games of oligopolistic competition : an experimental investigation
Salz, Tobias
;
Vespa, Emanuel
-
2020
Persistent link: https://www.econbiz.de/10012195089
Saved in:
33
Belief distortions and macroeconomic fluctuations
Bianchi, Francesco
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2020
Persistent link: https://www.econbiz.de/10012250533
Saved in:
34
Two-way fixed effects estimators with heterogeneous treatment effects
Chaisemartin, Clément de
;
D'Haultfœuille, Xavier
-
2019
Persistent link: https://www.econbiz.de/10012035207
Saved in:
35
Secure survey design in organizations : theory and experiments
Chassang, Sylvain
;
Zehnder, Christian
-
2019
Persistent link: https://www.econbiz.de/10012036259
Saved in:
36
Measuring substitution patterns in differentiated products industries
Gandhi, Amit
;
Houde, Jean-François
-
2019
Persistent link: https://www.econbiz.de/10012131058
Saved in:
37
Design and analysis of cluster-randomized field experiments in panel data settings
Chandar, Bharat K.
;
Hortaçsu, Ali
;
List, John A.
;
Muir, Ian
-
2019
Persistent link: https://www.econbiz.de/10012131301
Saved in:
38
Inference on winners
Andrews, Isaiah
;
Kitagawa, Toru
;
McCloskey, Adam
-
2019
Persistent link: https://www.econbiz.de/10011982613
Saved in:
39
Best linear approximations to set identified functions : with an application to the gender wage gap
Chandrasekhar, Arun G.
;
Chernozhukov, Victor
;
Molinari, …
-
2019
Persistent link: https://www.econbiz.de/10011997281
Saved in:
40
An empirical framework for sequential assignment : the allocation of deceased donor kidneys
Agarwal, Nikhil
;
Ashlagi, Itai
;
Rees, Michael A.
; …
-
2019
Persistent link: https://www.econbiz.de/10011997476
Saved in:
41
Measurement error mechanisms matter : agricultural intensification with farmer misperceptions and misreporting
Abay, Kibrom A.
;
Bevis, Leah
;
Barrett, Christopher B.
-
2019
Persistent link: https://www.econbiz.de/10012061960
Saved in:
42
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
43
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
44
Simpler better market betas
Welch, Ivo
-
2019
Persistent link: https://www.econbiz.de/10012064525
Saved in:
45
Using the sequence-space Jacobian to solve and estimate heterogeneous-agent models
Auclert, Adrien
;
Bardóczy, Bence
;
Rognlie, Matthew
; …
-
2019
Persistent link: https://www.econbiz.de/10012099467
Saved in:
46
Durables and lemons : private information and the market for cars
Blundell, Richard W.
;
Gu, Ran
;
Leth-Petersen, Søren
; …
-
2019
Persistent link: https://www.econbiz.de/10012120815
Saved in:
47
Estimating the effect of treatments allocated by randomized waiting lists
Chaisemartin, Clément de
;
Behaghel, Luc
-
2019
Persistent link: https://www.econbiz.de/10012120819
Saved in:
48
Benchmarking global optimizers
Arnoud, Antoine
;
Guvenen, Fatih
;
Kleineberg, Tatjana
-
2019
Persistent link: https://www.econbiz.de/10012128867
Saved in:
49
Estimating selection models without instrument with Stata
D'Haultfœuille, Xavier
;
Maurel, Arnaud
;
Qiu, Xiaoyun
; …
-
2019
Persistent link: https://www.econbiz.de/10012027357
Saved in:
50
Econometrics for decision making : building foundations sketched by Haavelmo and Wald
Manski, Charles F.
-
2019
Persistent link: https://www.econbiz.de/10012174825
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