Testing DSGE models by indirect inference : a survey of recent findings
Year of publication: |
2019
|
---|---|
Authors: | Meenagh, David ; Minford, Patrick ; Wickens, Michael R. ; Xu, Yongdeng |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 30.2019, 3, p. 593-620
|
Subject: | Pseudo-true inference | DSGE models | Indirect inference | Wald tests | Likelihood ratio tests | robustness | DSGE-Modell | DSGE model | Induktive Statistik | Statistical inference | Statistischer Test | Statistical test | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Bootstrap-Verfahren | Bootstrap approach |
-
Testing DSGE models by indirect inference : a survey of recent findings
Meenagh, David, (2018)
-
What is the truth about DSGE models? : testing by indirect inference
Meenagh, David, (2016)
-
Testing DSGE models by indirect inference and other methods : some Monte Carlo experiments
Le, Vo Phuong Mai, (2012)
- More ...
-
Testing macro models by indirect inference : a survey for users
Le, Vo Phuong Mai, (2015)
-
Comparing Indirect Inference and likelihood testing : asymptotic and small sample results
Meenagh, David, (2015)
-
The small sample properties of Indirect Inference in testing and estimating DSGE models
Meenagh, David, (2018)
- More ...