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From late to MTE : alternative methods for the evaluation of policy interventions
Cornelißen, Thomas; Dustmann, Christian; Raute, Anna; … - 2016
Persistent link: https://www.econbiz.de/10011524403
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Factor based identification-robust inference in IV regressions
Kapetanios, George; Khalaf, Lynda; Marcellino, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10010495478
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Instrumental variables in the long run
Casey, Gregory; Klemp, Marc P. B. - 2018
Persistent link: https://www.econbiz.de/10011934038
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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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A Monte Carlo procedure for checking identification in DSGE models
Le, Vo Phuong Mai; Minford, Patrick; Wickens, Michael R. - 2013
Persistent link: https://www.econbiz.de/10009748026
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583
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The behaviour of real exchange rates during the Post-Bretton Woods period : Mark P Taylor and Lucio Sarno
Taylor, Mark P. - 1997
Persistent link: https://www.econbiz.de/10013422399
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318