Comparison of misspecified calibrated models: the minimum distance approach
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Publication:527985
DOI10.1016/J.JECONOM.2012.01.007zbMATH Open1443.62461OpenAlexW2122967792MaRDI QIDQ527985FDOQ527985
Authors: Viktoria Hnatkovska, Vadim Marmer, Yao Tang 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000085
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Cites Work
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- On the behavior of inconsistent instrumental variable estimators
- Asymptotics for linear processes
- The large sample behaviour of the generalized method of moments estimator in misspecified models
- Econometrics
- A Reality Check for Data Snooping
- Asymptotic Inference about Predictive Ability
- 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
- Model selection tests for nonlinear dynamic models
- Liquidity and interest rates
Cited In (4)
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