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~isPartOf:"Journal of applied econometrics"
~subject:"Monte-Carlo-Simulation"
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1
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
2
Directed tests of no cross-sectional correlation in large-N panel data models
Demetrescu, Matei
;
Homm, Ulrich-Michael
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 4-31
Persistent link: https://www.econbiz.de/10011642081
Saved in:
3
Estimation of dynamic panel data models with cross-sectional dependence : using cluster dependence for efficiency
Verdier, Valentin
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 85-105
Persistent link: https://www.econbiz.de/10011642107
Saved in:
4
Identification of spatial durbin panel models
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 133-162
Persistent link: https://www.econbiz.de/10011642121
Saved in:
5
Panel data models with grouped factor structure under unknown group membership
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 163-191
Persistent link: https://www.econbiz.de/10011642138
Saved in:
6
Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and
survey
forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of applied econometrics
31
(
2016
)
3
,
pp. 507-532
Persistent link: https://www.econbiz.de/10011642621
Saved in:
7
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
Saved in:
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