Pages that link to "Item:Q5080441"
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The following pages link to DSGE Models with Student-<i>t</i>Errors (Q5080441):
Displaying 12 items.
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (Q1655557) (← links)
- Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
- Student's-\(t\) process with spatial deformation for spatio-temporal data (Q2111313) (← links)
- Sunspot-driven fat tails: a note (Q2208671) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Noncausality and inflation persistence (Q2687883) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Vector autoregression models with skewness and heavy tails (Q6106642) (← links)
- Estimación bayesiana de un Modelo Garch-M Bivariado (Q6203167) (← links)
- Bayesian VARs and prior calibration in times of COVID-19 (Q6645221) (← links)
