Dealing with misspecification in structural macroeconometric models

DOI10.3982/QE1413MaRDI QIDQ5164482zbMATH OpenOpenAlexFDO

Authors Fabio Canova, Christian Matthes

Publication date 11 November 2021

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/qe1413

zbMATH Keywords

Bayesian model averagingcomposite likelihoodfinite mixturemodel misspecification

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

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Cited in

(2)

• Confronting model misspecification in macroeconomics
• On the specification and estimation of large scale simultaneous structural macroeconometric models

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