Comparison of misspecified calibrated models: the minimum distance approach
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Publication:527985
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Cites work
- A Reality Check for Data Snooping
- Asymptotic Inference about Predictive Ability
- Asymptotics for linear processes
- Econometrics
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Liquidity and interest rates
- Model selection tests for nonlinear dynamic models
- On the behavior of inconsistent instrumental variable estimators
- The large sample behaviour of the generalized method of moments estimator in misspecified models
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