Comparing different data descriptors in indirect inference tests on DSGE models
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Publication:1670188
DOI10.1016/j.econlet.2016.06.016zbMath1396.91417OpenAlexW2437178432MaRDI QIDQ1670188
Patrick Minford, Michael Wickens, Yongdeng Xu
Publication date: 5 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://orca.cf.ac.uk/92553/1/Power-of-alternative-IItestsC9.pdf
Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51)
Related Items (3)
A Monte Carlo procedure for checking identification in DSGE models ⋮ Financial frictions, the great trade collapse and international trade over the business cycle ⋮ Testing DSGE models by indirect inference: a survey of recent findings
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