Publications

Filtered Results: 9 found

Nov 2018
Journal
A more powerful subvector Anderson-Rubin test in linear instrumental variables regression
in Quantitative Economics
Sophocles Mavroeidis, Frank Kleibergen, Patrik Guggenberger
May 2018
Journal
Perpetual learning and apparent long memory
in Journal of Economic Dynamics and Control
Guillaume Chevillon, Sophocles Mavroeidis
Apr 2017
Journal
Learning can generate long memory
Guillaume Chevillon, Sophocles Mavroeidis
Apr 2017
Journal
Bargaining and wage rigidity in a matching model for the US
Sophocles Mavroeidis, James Malcomson
Sept 2015
Journal
Estimation of heterogeneous autoregressive parameters with short panel data
in Journal of Econometrics
Sophocles Mavroeidis, Yuya Sasaki, Ivo Welch
Jul 2015
Robust inference in structural VARs with long-run restrictions
Guillaume Chevillon, Sophocles Mavroeidis, Zhaoguo Zhan
Nov 2014
Journal
Identification issues in limited-information Bayesian analysis of structural macroeconomic models
Sophocles Mavroeidis, Frank Kleibergen
Sept 2014
Paper
Identification Using Stability Restrictions
Sophocles Mavroeidis, L.M. Magnusson
Jan 2014
Paper
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
Sophocles Mavroeidis, Mikkel Plagborg-Møller, J.H. Stock