Testing macro models by indirect inference: A survey for users
Year of publication: |
2015
|
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Authors: | Le, Vo Phuong Mai ; Meenagh, David ; Minford, Patrick ; Wickens, Michael ; Xu, Yongdeng |
Publisher: |
Cardiff : Cardiff University, Cardiff Business School |
Subject: | Bootstrap | DSGE | New Keynesian | New Classical | indirect inference | Wald statistic | likelihood ratio |
Series: | Cardiff Economics Working Papers ; E2015/9 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 834459841 [GVK] hdl:10419/146392 [Handle] RePEc:cdf:wpaper:2015/9 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E1 - General Aggregative Models |
Source: |
-
Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai, (2015)
-
Testing DSGE models by indirect inference and other methods: Some Monte Carlo experiments
Meenagh, David, (2012)
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Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai, (2015)
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-
Testing macro models by indirect inference : a survey for users
Le, Vo Phuong Mai, (2015)
-
Testing macro models by indirect inference : a survey for users
Le, Vo Phuong Mai, (2016)
-
Testing macromodels by indirect inference : a survey for users
Le, Vo Phuong Mai, (2015)
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