Conventional tests for composite hypotheses in minimum distance models can be unreliable when the relationship between the structural and reduced-form parameters is highly nonlinear. Such nonlinearity ...

This is a preview. Log in through your library . Abstract A method for optimization in nonlinear stochastic models is proposed in this paper, and applied to study monetary and fiscal policy in the St.

Will the world still need economists in 2030? With skin in the game, we certainly hope so — but artificial intelligence is already transforming economic analysis. In our own work — and in a review of ...

This course is compulsory on the MSc in Econometrics and Mathematical Economics. This course is available on the MRes in Economics, MRes in Economics and Management, MRes in Management (Marketing) and ...