Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
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Publication:278282
DOI10.1016/j.jeconom.2005.11.010zbMath1418.62437OpenAlexW2044254346MaRDI QIDQ278282
Norman R. Swanson, Valentina Corradi
Publication date: 2 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sas.rutgers.edu/virtual/snde/wp/2003-20.pdf
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Dynamic stochastic general equilibrium theory (91B51)
Related Items
Econometric analysis of linearized singular dynamic stochastic general equilibrium models, Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data, Quasi-Bayesian model selection, Conditional predictive density evaluation in the presence of instabilities, Comparison of misspecified calibrated models: the minimum distance approach, Optimal comparison of misspecified moment restriction models under a chosen measure of fit, Testing a model of the UK by the method of indirect inference, Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes, Bootstrap specification tests for diffusion processes
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