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Quantile Spline Models for Global Temperature Change, Koenker, Roger, and Schorfheide Frank , Climatic Change, Volume 28, Number 4, p.395–404, (1994) Link to Document
Loss Function Estimation of Forecasting Models: A Bayesian Perspective, Schorfheide, Frank , American Statistical Association, Proceedings of the Section on Bayesian Statistics, (1999) Local Copy
Loss Function-based Evaluation of DSGE Models, Schorfheide, Frank , Journal of Applied Econometrics, Volume 15, Issue 6, Number 6, p.645–670, (2000) GAUSS ProgramsREAD MELink to Document
Learning-by-Doing as a Propagation Mechanism, Chang, Yongsung, Gomes Joao F., and Schorfheide Frank , American Economic Review, Volume 92, Number 5, p.1498–1520, (2002) GAUSS ProgramsLink to Document
Minimum Distance Estimation of Nonstationary Time Series Models, Moon, Hyungsik Roger, and Schorfheide Frank , Econometric Theory, Volume 18, Number 06, p.1385–1407, (2002) Calculations for ExamplesLink to Document
Computing Sunspot Equilibria in Linear Rational Expectations Models, Lubik, Thomas A., and Schorfheide Frank , Journal of Economic Dynamics and Control, Volume 28, Number 2, p.273–285, (2003) Technical AppendixGAUSS ProgramsLink to Document
Financial Econometrics by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001, Schorfheide, Frank , Econometric Theory, Volume 19, Number 2, p.401–409, (2003) Link to Document
Labor-Supply Shifts and Economic Fluctuations, Chang, Yongsung, and Schorfheide Frank , Journal of Monetary Economics, Volume 50, Number 8, p.1751–1768, (2003) Technical AppendixGAUSS ProgramsLink to Document
Take Your Model Bowling: Forecasting with General Equilibrium Models, Del Negro, Marco, and Schorfheide Frank , FRB Atlanta Economic Review, Volume 88, Number 4, p.35–50, (2003) Local Copy