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