Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
DOI10.1016/J.JECONOM.2005.11.010zbMATH Open1418.62437OpenAlexW2044254346MaRDI QIDQ278282FDOQ278282
Authors: Valentina Corradi, Norman R. Swanson 
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
Recommendations
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Dynamic stochastic general equilibrium theory (91B51)
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Cited In (13)
- Bootstrap specification tests for diffusion processes
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models
- Conditional predictive density evaluation in the presence of instabilities
- Quasi-Bayesian model selection
- DSGE pileups
- Analysing DSGE models with global sensitivity analysis
- Testing a model of the UK by the method of indirect inference
- Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
- Title not available (Why is that?)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
- Comparison of misspecified calibrated models: the minimum distance approach
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit
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