9 results: page 1 of 1
Nov 2018
A more powerful subvector Anderson-Rubin test in linear instrumental variables regression
in Quantitative Economics
Sophocles Mavroeidis , Frank Kleibergen , Patrik Guggenberger
in Quantitative Economics
Sophocles Mavroeidis , Frank Kleibergen , Patrik Guggenberger
May 2018
Perpetual learning and apparent long memory
in Journal of Economic Dynamics and Control
Guillaume Chevillon , Sophocles Mavroeidis
in Journal of Economic Dynamics and Control
Guillaume Chevillon , Sophocles Mavroeidis
Apr 2017
Apr 2017
Sept 2015
Estimation of heterogeneous autoregressive parameters with short panel data
in Journal of Econometrics
Sophocles Mavroeidis , Yuya Sasaki , Ivo Welch
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
Guillaume Chevillon , Sophocles Mavroeidis , Zhaoguo Zhan
Nov 2014
Identification issues in limited-information Bayesian analysis of structural macroeconomic models
Sophocles Mavroeidis , Frank Kleibergen
Sophocles Mavroeidis , Frank Kleibergen
Sept 2014
Jan 2014
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
Sophocles Mavroeidis , Mikkel Plagborg-Møller , J.H. Stock
Sophocles Mavroeidis , Mikkel Plagborg-Møller , J.H. Stock