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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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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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Special issue on econometric inference using simulation techniques
Brown, Bryan W. (contributor); Monfort, Alain (contributor);  … - In: Journal of applied econometrics 8 (1993), pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
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Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
Tanizaki, Hisashi - In: Journal of applied econometrics 9 (1994) 2, pp. 163-179
Persistent link: https://www.econbiz.de/10001162513
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Some strange properties of panel data estimators
Robertson, Donald - In: Journal of applied econometrics 7 (1992) 2, pp. 175-189
Persistent link: https://www.econbiz.de/10001130930
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Choosing the variables to estimate singular DSGE models
Canova, Fabio; Ferroni, Filippo; Matthes, Christian - In: Journal of applied econometrics 29 (2014) 7, pp. 1099-1117
Persistent link: https://www.econbiz.de/10010492704
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Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - In: Journal of applied econometrics 29 (2014) 7, pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
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What you match does matter : the effects of data on DSGE estimation
Guerrón-Quintana, Pablo A. - In: Journal of applied econometrics 25 (2010) 5, pp. 774-804
Persistent link: https://www.econbiz.de/10008667450
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Practical tools for policy analysis in DSGE models with missing shocks
Caldara, Dario; Harrison, Richard; Lipińska, Anna - In: Journal of applied econometrics 29 (2014) 7, pp. 1145-1163
Persistent link: https://www.econbiz.de/10010492698
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Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias - In: Journal of applied econometrics 13 (1998) 3, pp. 217-244
Persistent link: https://www.econbiz.de/10001244225