Pages that link to "Item:Q4219771"
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The following pages link to Dynamic Equilibrium Economies: A Framework for Comparing Models and Data (Q4219771):
Displayed 18 items.
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- Comparing dynamic equilibrium models to data: a Bayesian approach (Q899524) (← links)
- Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth (Q959709) (← links)
- Structural shocks and the comovements between output and interest rates (Q976532) (← links)
- Testing a model of the UK by the method of indirect inference (Q1025597) (← links)
- What do `residuals' from first-order conditions reveal about DGE models? (Q1027393) (← links)
- Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model (Q1027404) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations (Q1960559) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Econometric analysis of microscopic simulation models (Q3064019) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
- Bayesian Analysis of DSGE Models (Q5292342) (← links)
- Generalized spectral estimation of the consumption-based asset pricing model (Q5952954) (← links)
- Estimating and testing rational expectations models when the trend specification is uncertain. (Q5958097) (← links)