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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
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Testing regression monotonicity in econometric models
Četverikov, Denis N. - In: Econometric theory 35 (2019) 4, pp. 729-776
Persistent link: https://www.econbiz.de/10012386823
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Validating dsge models with SVARs and high-dimensional dynamic factor models
Lippi, Marco - In: Econometric theory 39 (2023) 6, pp. 1273-1291
Persistent link: https://www.econbiz.de/10014465374
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The Cowles Commission, the Brookings project, and the econometric services industry : successes and possible new directions ; a personal view
MacCarthy, Michael D. - In: Econometric theory 8 (1992) 3, pp. 383-401
Persistent link: https://www.econbiz.de/10001137715
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A dialogue concerning a new instrument for econometric modeling
Granger, C. W. J.; Hendry, David F. - In: Econometric theory 21 (2005) 1, pp. 278-297
Persistent link: https://www.econbiz.de/10002674738
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Rex Bergstrom's contributions to continuous time macroeconometric modeling
Nowman, Kalid Ben - In: Econometric theory 25 (2009) 4, pp. 1087-1098
Persistent link: https://www.econbiz.de/10003875938
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Aperiodic dynamics in the Bergstrom Wymer model of the United Kingdom
Wymer, Clifford R. - In: Econometric theory 25 (2009) 4, pp. 1099-1111
Persistent link: https://www.econbiz.de/10003875943
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Directionally differentiable econometric models
Cho, Jin Seo; White, Halbert - In: Econometric theory 34 (2018) 5, pp. 1101-1131
Persistent link: https://www.econbiz.de/10011951462
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Asymptotic efficiency of the two stage estimator in I (2) systems
Paruolo, Paolo - In: Econometric theory 16 (2000) 4, pp. 524-550
Persistent link: https://www.econbiz.de/10001517334
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Semiparametric estimation of multiple equation models
Picone, Gabriel A.; Butler, John S. - In: Econometric theory 16 (2000) 4, pp. 551-575
Persistent link: https://www.econbiz.de/10001517337