Two books on the new macroeconometrics

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Bibliographische Detailangaben
Veröffentlicht in:Econometric reviews
1. Verfasser: Fernández-Villaverde, Jesús (VerfasserIn)
Weitere Verfasser: Rubio-Ramírez, Juan Francisco (VerfasserIn), Canova, Fabio (BerichterstatterIn), DeJong, David N. (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 2009
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Titel Jahr Verfasser
A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices 2018 Hatefi, S. M.
A multivariate volatility vine copula model 2018 Brechmann, E. C.
Information theoretic methods in small domain estimation 2018 Bernardini Papalia, Rosa
The “wrong skewness” problem in stochastic frontier models : a new approach 2018 Hafner, Christian
Parameter estimation in multivariate logit models with many binary choices 2018 Bel, Koen
Bayesian model averaging for dynamic panels with an application to a trade gravity model 2018 Chen, Huigang
Structural change tests for GEL criteria 2018 Guay, Alain
Robust inference for predictability in smooth transition predictive regressions 2018 Kiliç, Rehim
Estimation of time-invariant effects in static panel data models 2018 Pesaran, M. Hashem
Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form 2018 Lin, Eric S.
Trends cycles and seasons : econometric methods of signal extraction 2018 Pollock, David Stephen G.
A Laplace stochastic frontier model 2018 Horrace, William C.
Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach 2018 Shintani, Mototsugu
Estimation of factor-augmented panel regressions with weakly influential factors 2018 Reese, Simon
Bootstrap tests for time varying cointegration 2018 Martins, Luís Filipe
Sample path properties of an explosive double autoregressive model 2018 Liu, Feng
Testing for sphericity in a two-way error components panel data model 2018 Mao, Guangyu
Functional-coefficient cointegration models in the presence of deterministic trends 2018 Hirukawa, Masayuki
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models 2018 Chang, Seong Yeon
First difference transformation in panel VAR models : robustness, estimation, and inference 2018 Juodis, Artūras
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