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Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 146 (2008) 2, pp. 255-275
Persistent link: https://www.econbiz.de/10008898220
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Confronting model misspecification in macroeconomics
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 171 (2012) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10010034686
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Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 146 (2008) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10008135100
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Likelihood preserving normalization in multiple equation models
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 114 (2003) 2, pp. 329-347
Persistent link: https://www.econbiz.de/10001750813
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Likelihood preserving normalization in multiple equation models
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 114 (2003) 2, pp. 329-348
Persistent link: https://www.econbiz.de/10006763071
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Confronting model misspecification in macroeconomics
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 171 (2012) 2, pp. 167-184
Persistent link: https://www.econbiz.de/10009691164
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Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.; Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 146 (2008) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10003782971
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Striated Metropolis-Hastings sampler for high-dimensional models
Waggoner, Daniel F.; Wu, Hongwei; Zha, Tao - In: Journal of econometrics 192 (2016) 2, pp. 406-420
Persistent link: https://www.econbiz.de/10011704725
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Inference in Bayesian Proxy-SVARs
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - In: Journal of econometrics 225 (2021) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10013279023