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SMOOTHIES : a toolbox for the exact nonlinear and non-Gaussian Kalman smoother
Wind, Joris de - 2017
Persistent link: https://www.econbiz.de/10011731300
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The comovements between real activity and prices at different business cycle frequences
Den Haan, Wouter J. - 1996
Persistent link: https://www.econbiz.de/10000588582
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Comparison of solutions to the incomplete markets model with aggregate uncertainty
Den Haan, Wouter J. - In: Journal of economic dynamics & control 34 (2010) 1, pp. 4-27
Persistent link: https://www.econbiz.de/10003922060
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Discussion of "Estimating linearized heterogeneous agent models using panel data"
Den Haan, Wouter J. - In: Journal of economic dynamics & control 115 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012502673
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Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001500668
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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001489979
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1994
Persistent link: https://www.econbiz.de/10000904215
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1996
Persistent link: https://www.econbiz.de/10000945146
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1995
Persistent link: https://www.econbiz.de/10000935444
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A practitioner's guide to robust covariance matrix estimation
Den Haan, Wouter J.; Levin, Andrew T. - 1996
Persistent link: https://www.econbiz.de/10000938631