Browsing Publikasjoner fra CRIStin - BI by Journals "Quantitative Economics"

Now showing items 1-2 of 2

    • Dealing with misspecification in structural macroeconometric models 

      Canova, Fabio; Matthes, Christian (Journal article; Peer reviewed, 2021)
      We consider a set of potentially misspecified structural models, geometrically combine their likelihood functions, and estimate the parameters using composite methods. In a Monte Carlo study, composite estimators dominate ...

    • Locally Robust Inference for Non-Gaussian SVAR models 

      Lee, Adam; Mesters, Geert; Hoesch, Lukas (Journal article; Peer reviewed, 2024)
      All parameters in structural vector autoregressive (SVAR) models are locally identified when the structural shocks are independent and follow non‐Gaussian distributions. Unfortunately, standard inference methods that exploit ...