Royal Economic Society Annual Conference 2018 Special Issue on Structural Macroeconometrics.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. Ci, doi. 10.1093/ectj/utaa034
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- Publication type:
- Article
Works matching IS 13684221 AND DT 2021 AND VI 24 AND IP 1
Results: 14
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Model averaging estimation for high-dimensional covariance matrices with a network structure.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 177, doi. 10.1093/ectj/utaa030
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- Article
3
Online estimation of DSGE models.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. C33, doi. 10.1093/ectj/utaa029
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- Article
4
Potential outcomes and finite-population inference for M-estimators.
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- Econometrics Journal, 2021, v. 24, n. 1, p. 162, doi. 10.1093/ectj/utaa022
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- Publication type:
- Article
5
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. C1, doi. 10.1093/ectj/utaa020
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- Publication type:
- Article
6
Binary classification with covariate selection through ℓ<sub>0</sub>-penalised empirical risk minimisation.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 103, doi. 10.1093/ectj/utaa017
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- Publication type:
- Article
7
Identification of a class of index models: A topological approach.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 121, doi. 10.1093/ectj/utaa016
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- Article
8
Erratum to: Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 198, doi. 10.1093/ectj/utaa015
- Publication type:
- Article
9
Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 134, doi. 10.1093/ectj/utaa014
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- Publication type:
- Article
10
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 58, doi. 10.1093/ectj/utaa011
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- Publication type:
- Article
11
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 41, doi. 10.1093/ectj/utaa010
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- Publication type:
- Article
12
Testing identification via heteroskedasticity in structural vector autoregressive models.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 1, doi. 10.1093/ectj/utaa008
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- Publication type:
- Article
13
Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 23, doi. 10.1093/ectj/utaa007
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- Publication type:
- Article
14
Generalized Forecast Averaging in Autoregressions with a Near Unit Root.
- Published in:
- Econometrics Journal, 2021, v. 24, n. 1, p. 83, doi. 10.1093/ectj/utaa006
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- Publication type:
- Article