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Micro Data and General Equilibrium Models

Browning, Martin; Hansen, Lars Peter; Heckman, James J. - Økonomisk Institut, Københavns Universitet - 1999

We survey methods for using micro data in the calibration of dynamic general equilibrium models.

Persistent link: https://www.econbiz.de/10005818474

The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations

Nawata, Kazumitsu; McAleer, Michael - Department of Economics and Finance, College of … - 2014

Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and alternative...

Persistent link: https://www.econbiz.de/10010907409

The maximum number of parameters for the Hausman test when the estimators are from different Sets of equations

Nawata, Kazumitsu; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10010226558

Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia

Chang, Chia-Lin - 2010

This paper analyzes the responsiveness of Thai outbound tourism to East Asian destinations, namely China, Hong Kong, Japan, Taiwan and Korea, to changes in effective relative price of tourism, total real total tourism expenditure, and one-off events. The nonlinear and linear Almost Ideal Demand...

Persistent link: https://www.econbiz.de/10013144948

Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1995

Persistent link: https://www.econbiz.de/10000904872

Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1994 - Rev.

Persistent link: https://www.econbiz.de/10000560594

Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1994

Persistent link: https://www.econbiz.de/10000894088

Uncertainty within economic models

Hansen, Lars Peter; Sargent, Thomas J. - 2015

Persistent link: https://www.econbiz.de/10010430788

Handbook of econometrics ; Volume 7A

Durlauf, Steven N. (ed.); Hansen, Lars Peter (ed.); … - 2020

Verlagsinfo: Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics … within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world … has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models …

Persistent link: https://www.econbiz.de/10012392229

Handbook of econometrics : Volume 7A

Durlauf, Steven N. (ed.); Hansen, Lars Peter (ed.); … - 2020

Persistent link: https://www.econbiz.de/10012794669