The following pages link to Daniel F. Waggoner (Q281047):
Displaying 16 items.
- A Gibbs sampler for structural vector autoregressions (Q97972) (← links)
- Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- (Q427998) (redirect page) (← links)
- Minimal state variable solutions to Markov-switching rational expectations models (Q428000) (← links)
- (Q528091) (redirect page) (← links)
- Confronting model misspecification in macroeconomics (Q528093) (← links)
- Understanding Markov-switching rational expectations models (Q840671) (← links)
- Likelihood preserving normalization in multiple equation models (Q1810671) (← links)
- Inference in Bayesian proxy-SVARs (Q2236884) (← links)
- Sources of macroeconomic fluctuations: A regime-switching DSGE approach (Q3101594) (← links)
- Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (Q3563640) (← links)
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium models (Q4586271) (← links)
- Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications (Q4628445) (← links)
- On the Homology of SU(n) Instantons (Q5201888) (← links)
- Normalization in Econometrics (Q5292349) (← links)
