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Testing for parameter constancy using chebyshev time polynomials
Martins, Luís Filipe - In: The Manchester School 81 (2013) 4, pp. 586-598
Persistent link: https://www.econbiz.de/10009783951
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Bootstrap tests for time varying cointegration
Martins, Luís Filipe - In: Econometric reviews 37 (2018) 1/5, pp. 466-483
Persistent link: https://www.econbiz.de/10012039357
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Tests for segmented cointegration : an application to US governments budgets
Martins, Luís Filipe; Rodrigues, Paulo M. M. - In: Empirical economics : a quarterly journal of the … 63 (2022) 2, pp. 567-600
Persistent link: https://www.econbiz.de/10013440317
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The science and art of DSGE modelling, Teil 1: Construction and Bayesian estimation
Cantore, Cristiano; Gabriel, Vasco J.; Levine, Paul; … - In: Handbook of research methods and applications in …, (pp. 411-440). 2013
Persistent link: https://www.econbiz.de/10010206750
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An estimated DSGE model of the Indian economy
Gabriel, Vasco J.; Levinse, Paul; Pearlman, Joseph; Yang, Bo - In: The Oxford handbook of the Indian economy, (pp. 835-890). 2012
Persistent link: https://www.econbiz.de/10009577799