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Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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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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SVARs with occasionally-binding constraints
Aruoba, S. Borağan; Mlikota, Marko; Schorfheide, Frank; … - In: Journal of econometrics 231 (2022) 2, pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano; Sivec, Vasja - In: Journal of econometrics 193 (2016) 2, pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
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Accelerating score-driven time series models
Blasques, F.; Gorgi, P.; Koopman, Siem Jan - In: Journal of econometrics 212 (2019) 2, pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
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A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models
Skeels, Christopher L.; Vella, Francis - In: Journal of econometrics 92 (1999) 2, pp. 275-294
Persistent link: https://www.econbiz.de/10001400170