The small sample properties of Indirect Inference in testing and estimating DSGE models
Year of publication: |
March 2018
|
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Authors: | Meenagh, David ; Minford, Patrick ; Wickens, Michael R. ; Xu, Yongdeng |
Publisher: |
Cardiff, United Kingdom : Cardiff Business School, Cardiff University |
Subject: | Indirect Inference | DGSE model | Auxiliary Models | Simulated Moments Method | Impulse Response Functions | VAR | Moments | power | bias | Schätztheorie | Estimation theory | VAR-Modell | VAR model | DSGE-Modell | DSGE model | Induktive Statistik | Statistical inference | Statistischer Test | Statistical test | Dynamisches Gleichgewicht | Dynamic equilibrium | Stichprobenerhebung | Sampling | Simulation | Systematischer Fehler | Bias |
Extent: | 1 Online-Ressource (circa 15 Seiten) |
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Series: | Cardiff economics working papers. - Cardiff : [Verlag nicht ermittelbar], ISSN 1749-6101, ZDB-ID 2257349-5. - Vol. no. E2018, 7 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/230413 [Handle] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E1 - General Aggregative Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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