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1
Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence
Gregory, Allan W.
;
Lamarche, Jean-François
;
Smith, …
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 213-233
Persistent link: https://www.econbiz.de/10001651284
Saved in:
2
Estimating linear quadratic models with integrated processes
Gregory, Allan W.
;
Pagan, Adrian R.
;
Smith, Gregor W.
-
1990
Persistent link: https://www.econbiz.de/10000798412
Saved in:
3
Business cycle theory and econometrics
Gregory, Allan W.
- In:
The economic journal : the journal of the Royal …
105
(
1995
)
433
,
pp. 1597-1608
Persistent link: https://www.econbiz.de/10001333811
Saved in:
4
Sampling variability in Hansen-Jagannathan bounds
Gregory, Allan W.
- In:
Economics letters
38
(
1992
)
3
,
pp. 263-267
Persistent link: https://www.econbiz.de/10001123559
Saved in:
5
Calibration as testing : inference in simulated macroeconomic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 297-303
Persistent link: https://www.econbiz.de/10001108816
Saved in:
6
Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model
Devereux, Michael B.
- In:
Journal of international money and finance
11
(
1992
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10001117879
Saved in:
7
Measuring business cycles with business-cycle models
Gregory, Allan W.
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1007-1025
Persistent link: https://www.econbiz.de/10001200772
Saved in:
8
Testing for forecast consensus
Gregory, Allan W.
;
Smith, Gregor W.
;
Yetman, James
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10001543435
Saved in:
9
Calibration as estimation
Gregory, Allan W.
- In:
Econometric reviews
9
(
1990
)
1
,
pp. 57-89
Persistent link: https://www.econbiz.de/10001094749
Saved in:
10
Calibration as testing : type I error in the equity premium puzzle
Gregory, Allan W.
;
Smith, Gregor W.
-
1988
Persistent link: https://www.econbiz.de/10000125028
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