Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Year of publication: |
2007
|
---|---|
Authors: | Corradi, Valentina ; Swanson, Norman R. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 136.2007, 2, p. 699-723
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Dynamisches Gleichgewicht | Dynamic equilibrium | Real-Business-Cycle-Theorie | Real business cycle model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
-
Corradi, Valentina, (2003)
-
A test for the distributional comparison of simulated and historical data
Corradi, Valentina, (2004)
-
Swanson, Norman R., (2003)
- More ...
-
Corradi, Valentina, (2000)
-
Predictive ability with cointegrated variables
Corradi, Valentina, (2001)
-
Bootstrap specification tests with dependent observations and parameter estimation error
Corradi, Valentina, (2001)
- More ...