Hits 11-20 within 56 documents
Testing the assumptions behind importance sampling [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.2-11
On the statistical identification of DSGE models [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.99-115
Goodness of fit for lattice processes [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.113-128
A test of cross section dependence for a linear dynamic panel model with regressors [journal article]
Source: Journal of Econometrics, 148 (2009) 2. p.149-161
Risk behaviour in the presence of government programs [journal article]
Source: Journal of Econometrics, (2009). p.33
Regression density estimation using smooth adaptive Gaussian mixtures [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.155-173
Sequential conditional correlations: Inference and evaluation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.122-132
Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? [journal article]
Source: Journal of Econometrics, 146 (2008) 2. p.318-328
Structural estimation of jump-diffusion processes in macroeconomics [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.196-210
A comparison of mean-variance efficiency tests [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.16-34