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Testing, encompassing and simulating dynamic econometric models

Gouriéroux, Christian; Monfort, Alain - 1992

Persistent link: https://www.econbiz.de/10000839361

Dynamic policy simulation of linear models with rational expectations of future events : a computer package

Markink, A. J.; Ploeg, Frederick van der - 1989

Persistent link: https://www.econbiz.de/10000782861

Parameterstabilität in ökonometrischen Modellen : bei Simulationen wirtschaftspolitischer Strategien

Haase, Ulrich - 1990

Persistent link: https://www.econbiz.de/10000802941

On the forecasting performance of estimators for a structural equation in a large system : some Monte Carlo results

Amirkhalkhali, Saleh (contributor) - In: Journal of the Royal Statistical Society 44 (1995) 3, pp. 343-351

Persistent link: https://www.econbiz.de/10001185758

Forward looking price setting in UK manufacturing

Price, Simon - In: The economic journal : the journal of the Royal … 102 (1992) 412, pp. 497-505

Persistent link: https://www.econbiz.de/10001129709

Testing, encompassing and simulating dynamic econometric models

Gouriéroux, Christian; Monfort, Alain - 1994 - Rev

Persistent link: https://www.econbiz.de/10000888986

Hoffman, Dennis L. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 51-61

Persistent link: https://www.econbiz.de/10001100524

Contributions to econometric theory and application : essays in honour of A. L. Nagar

Dutta, Jaysari; Ullah, Aman - 1990

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On the Estimation of Behavioral Macroeconomic Models via Simulated Maximum Likelihood

Kukacka, Jiri - 2018

In this paper, we introduce the simulated maximum likelihood method for identifying behavioral heuristics of heterogeneous agents in the baseline three-equation New Keynesian model. The method is extended to multivariate macroeconomic optimization problems, and the estimation procedure is...

Persistent link: https://www.econbiz.de/10012906702

Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling

Boccanfuso, Dorothée; Richard, Patrick; Savard, Luc - In: Economic modelling 35 (2013), pp. 892-899

Persistent link: https://www.econbiz.de/10010338270