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Journal of economic dynamics & control
Journal of econometrics
135
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1
Estimation of heuristic switching in behavioral macroeconomic models
Kukacka, Jiri
;
Sacht, Stephen
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478500
Saved in:
2
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
3
Estimation of financial agent-based models with simulated maximum likelihood
Kukacka, Jiri
;
Barunik, Jozef
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 21-45
Persistent link: https://www.econbiz.de/10011919154
Saved in:
4
DSGE pileups
Morris, Stephen D.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 56-86
Persistent link: https://www.econbiz.de/10011740475
Saved in:
5
Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
Saved in:
6
Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1358-1368
Persistent link: https://www.econbiz.de/10009241401
Saved in:
7
Parameter estimation in commodity markets : a filtering approach
Elliott, Robert J.
;
Hyndman, Cody B.
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2350-2373
Persistent link: https://www.econbiz.de/10003485120
Saved in:
8
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
Saved in:
9
Analytic dervatives of the matrix exponential for estimation of linear continuous-time models
Chen, Baoline
;
Zadrozny, Peter A.
- In:
Journal of economic dynamics & control
25
(
2001
)
12
,
pp. 1867-1879
Persistent link: https://www.econbiz.de/10001610141
Saved in:
10
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
Jensen, Mark J.
- In:
Journal of economic dynamics & control
24
(
2000
)
3
,
pp. 361-387
Persistent link: https://www.econbiz.de/10001433033
Saved in:
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