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Persistent link: https://www.econbiz.de/10001516078

Maximum likelihood estimation in panels with incidental trends

Moon, Hyungsik Roger; Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001498899

Maximum likelihood estimation in panels with incidental trends

Moon, Hyungsik Roger; Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001440481

Linear regression limit theory for nonstationary panel data

Phillips, Peter C. B.; Moon, Hyungsik Roger - 1999

Persistent link: https://www.econbiz.de/10001389313

Incidental trends and the power of panel unit root tests

Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - 2003

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GMM estimation of autoregressive roots near unity with panel data

Moon, Hyungsik Roger; Phillips, Peter C. B. - 2003

Persistent link: https://www.econbiz.de/10001735075

Nonstationary panel data analysis : an overview of some recent developments

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Inflation in the Great Recession and new Keynesian models : comment

Fair, Ray C. - 2019

This comment points out mismeasurement of three of the variables in the DSGE model in Del Negro, Giannoni, and Schorfheide (2015). These errors began with the model in Smets and Wouters (2007), and they also exist in other models that use the Smets-Wouters model as a benchmark. The...

Persistent link: https://www.econbiz.de/10011977341

Heterogeneity and aggregate fluctuations

Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021

Persistent link: https://www.econbiz.de/10012618274