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Dynamische Wirtschaftstheorie
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Hallin, Marc
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Journal of econometrics
NBER working paper series
434
Journal of economic dynamics & control
397
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373
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ECONIS (ZBW)
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Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
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2
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
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3
Nonparametric inference on structural breaks
Delgado, Miguel A.
;
Hidalgo, Javier
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001466747
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4
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
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5
Annals of econometrics: cointegration and dynamics in economics
Hendry, David F.
(
contributor
); …
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
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6
Annals of econometrics: Dynamic factor models
Croux, Christophe
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001956158
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7
The generalized dynamic factor model consistency and rates
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 231-255
Persistent link: https://www.econbiz.de/10001956174
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8
On the effect of mean-nonstationarity in dynamic panel data models
Hayakawa, Kazuhiko
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 133-135
Persistent link: https://www.econbiz.de/10003920282
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9
Intelligible factors for the yield curve
Lengwiler, Yvan
;
Lenz, Carlos
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 481-491
Persistent link: https://www.econbiz.de/10008662977
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10
Dynamic factors in the presence of blocks
Hallin, Marc
;
Liška, Roman
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10009270594
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