Statistical Estimation and Testing of a Real Business Cycle Model
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- Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105.
- Ray C. Fair & Arnold Zellner (ary), 1992.
"The Cowles Commission approach, real business cycles theories, and New- Keynesian economics,"
Federal Reserve Bank of St. Louis, pages 133-157.
- Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," Cowles Foundation Discussion Papers 1004, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair, 1992. "The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics," NBER Working Papers 3990, National Bureau of Economic Research, Inc.
- Peter Woehrmann & Willi Semmler & Martin Lettau, "undated". "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers 225, Institute for Empirical Research in Economics - University of Zurich.
- Lettau, Martin & Gong, Gang & Semmler, Willi, 2001. "Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions," Journal of Economic Behavior & Organization, Elsevier, vol. 44(1), pages 85-103, January.
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Keywordseconomic models ; econometrics ; tests ; business cycles;
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