Normalization in Econometrics
By James D. Hamilton, Daniel F. Waggoner, Tao Zha. 2007
99 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/d8ae109295093db54efbe681a68265a51cb57d28
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In Economics and Econometrics
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Citations in the corpus
- Monetary Policy Regime Shifts and Inflation Persistence (2009, unknown): “This section presents a Markov-switching New Keynesian model with a relatively standard private sector specification, following closely the setups in Ireland (2004) and An and Schorfheide (2007).”
- Let's take a break: Trends and cycles in US real GDP (2009, unknown): “[21] Hamilton, J.”
- K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation? (2015, background): “Another issue that we also address is identification, which is important to obtain an unbiased estimate of the identified model, (Hamilton et al. 2007).”