Statistics

Estimation of DSGE models by non-Gaussian Vector Autoregressions

International conference

Estimation of DSGE models by non-Gaussian Vector Autoregressions

International conference

Estimation of DSGE models by non-Gaussian Vector Autoregressions

International conference

Generalized Optimization Algorithms for Complex Models

International conference

Confidence sets and statistical tests for the Aumann mean of a random closed set

International conference

Estimation of DSGE models by non-Gaussian Vector Autoregressions

International conference

Data-driven Identification and Estimation of DSGE Models by Non-Gaussianity

International conference

Generalized Optimization Algorithms for $M$-Estimation of Complex Simulation Models

International conference

Generalized Optimization Algorithms for $M$-estimation of complex models

Seminar

Data-driven identification and estimation of DSGE models with non-Gaussian data