Pages that link to "Item:Q1203073"

The following pages link to Seasonally and approximation errors in rational expectations models (Q1203073):

Displaying 9 items.

• Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
• Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
• Estimating DSGE models using seasonally adjusted and unadjusted data (Q528165) (← links)
• Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
• Periodic linear-quadratic methods for modeling seasonality (Q751463) (← links)
• The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
• Data revisions and periodic properties of macroeconomic data (Q2442382) (← links)
• Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
• Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)