A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series
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- George Monokroussos, 2013. "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 71-105, June.
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Cited by:
- George Monokroussos, 2011.
"Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 43, pages 519-534, March.
- George Monokroussos, 2005. "Dynamic Limited Dependent Variable Modeling and US Monetary Policy," Computing in Economics and Finance 2005 460, Society for Computational Economics.
- George Monokroussos, 2006. "Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy," Discussion Papers 06-02, University at Albany, SUNY, Department of Economics.
- George Monokroussos, 2006. "A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function," Computing in Economics and Finance 2006 390, Society for Computational Economics.
More about this item
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2009-11-07 (All new papers)
- NEP-ECM-2009-11-07 (Econometrics)
- NEP-ETS-2009-11-07 (Econometric Time Series)
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