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Likelihood-preserving normalization in multiple equation models
Waggoner, Daniel F.; Zha, Tao - 2000
Persistent link: https://www.econbiz.de/10001503515
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Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F.; Zha, Tao - In: The review of economics and statistics 81 (1999) 4, pp. 639-651
Persistent link: https://www.econbiz.de/10001437383
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Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F.; Zha, Tao - 1998
Persistent link: https://www.econbiz.de/10001407631
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A Gibbs simulator for restricted VAR models
Waggoner, Daniel F.; Zha, Tao - 2000
Persistent link: https://www.econbiz.de/10001484295
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Normalization, probability distribution, and impulse responses
Waggoner, Daniel F.; Zha, Tao - 1997
Persistent link: https://www.econbiz.de/10000985998
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A Gibbs sampler for structural vector autoregressions
Waggoner, Daniel F.; Zha, Tao - In: Journal of economic dynamics & control 28 (2003) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10001799563
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Likelihood preserving normalization in multiple equation models
Waggoner, Daniel F.; Zha, Tao - In: Journal of econometrics 114 (2003) 2, pp. 329-347
Persistent link: https://www.econbiz.de/10001750813
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Understanding Markov-switching rational expectations models
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao - In: Journal of economic theory 144 (2009) 5, pp. 1849-1867
Persistent link: https://www.econbiz.de/10003896662
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Confronting model misspecification in macroeconomics
Waggoner, Daniel F.; Zha, Tao - 2012
Persistent link: https://www.econbiz.de/10009499758
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Perturbation methods for Markov-switching DSGE models
Foerster, Andrew; Rubio-Ramírez, Juan Francisco; … - 2013
Persistent link: https://www.econbiz.de/10009759804