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Bootstrap inference and diagnostics in state space models : with applications to dynamic macro models
Angelini, Giovanni; Cavaliere, Giuseppe; Fanelli, Luca - In: Journal of applied econometrics 37 (2022) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10013165161
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Rare shocks, great recessions
Cúrdia, Vasco; Del Negro, Marco; Greenwald, Daniel L. - In: Journal of applied econometrics 29 (2014) 7, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010492715
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Evaluating point and density forecasts of DSGE models
Wolters, Maik H. - In: Journal of applied econometrics 30 (2015) 1, pp. 74-96
Persistent link: https://www.econbiz.de/10011327648
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Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders; Coenen, Günter; Christoffel, Kai - In: Journal of applied econometrics 32 (2017) 1, pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models
Qu, Zhongjun; Tkachenko, Denis - In: Journal of applied econometrics 38 (2023) 4, pp. 644-667
Persistent link: https://www.econbiz.de/10014288033
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An examination of the dynamic behaviour of local governments using GMM bootstrapping methods
Dahlberg, Matz; Mörk, Eva - In: Journal of applied econometrics 15 (2000) 4, pp. 401-416
Persistent link: https://www.econbiz.de/10001509879
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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of applied econometrics 38 (2023) 5, pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
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Multiple testing with covariate adjustment in experimental economics
List, John A.; Shaikh, Azeem M.; Vayalinkal, Atom - In: Journal of applied econometrics 38 (2023) 6, pp. 920-939
Persistent link: https://www.econbiz.de/10014432200
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Forecast evaluation of small nested model sets
Hubrich, Kirstin; West, Kenneth D. - In: Journal of applied econometrics 25 (2010) 4, pp. 574-594
Persistent link: https://www.econbiz.de/10008667474