Model specification tests of heterogenous agent models with aggregate shocks under partial information

Zongwu Cai, Hongwei Mei and Rui Wang

Year of publication:	February 28, 2024
Authors:	Cai, Zongwu ; Mei, Hongwei ; Wang, Rui
Publisher:	Lawrence, Kansas : University of Kansas, Department of Economics
Subject:	Heterogeneous agent model with aggregate shocks \| Approximate aggregation \| Model specification test \| Equilibrium estimator \| Partial observation \| Schock \| Shock \| Schätztheorie \| Estimation theory \| Aggregation \| Unvollkommene Information \| Incomplete information

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