Inference for VARs identified with sign restrictions
Eleonora Granziera, Hyungsik Roger Moon, Frank Schorfheide
Quantitative Economics
Journal Of The Econometric Society
Edited by: Stéphane Bonhomme • Print ISSN: 1759-7323 • Online ISSN: 1759-7331
Quantitative Economics
Volume 9, Issue 3 (November 2018)
A method for solving and estimating heterogeneous agent macro models
Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models
Tatiana Komarova, Fabio Sanches, Daniel Silva Junior, Sorawoot Srisuma
Estimation of dynastic life‐cycle discrete choice models
George‐Levi Gayle, Limor Golan, Mehmet A. Soytas
Global identification of linearized DSGE models
Andrzej Kocięcki, Marcin Kolasa
Quasi‐Bayesian model selection
Atsushi Inoue, Mototsugu Shintani
A new model for interdependent durations
Bo E. Honoré, Áureo de Paula
Heterogeneous treatment effects with mismeasured endogenous treatment
Specification testing in random coefficient models
Christoph Breunig, Stefan Hoderlein
A scale‐free transportation network explains the city‐size distribution
Marcus Berliant, Axel H. Watanabe
Meaning and credibility in experimental cheap‐talk games
Ernest K. Lai, Wooyoung Lim
Household debt and crises of confidence
Thomas Hintermaier, Winfried Koeniger
