This paper contains supplemental material to Hnatkovska, Marmer, and Tang (2009) "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach".

This paper contains supplemental material for Gao, Hnatkovska, and Marmer (2013) "Limited Participation in International Business Cycle Models: A Formal Evaluation".

In this paper, we argue that limited asset market participation (LAMP) plays an important role in explaining international business cycles. We show that when LAMP is introduced into an otherwise standard model of international business cycles, the performance of the model improves significantly,...

This paper proposes several testing procedures for comparison of misspecified calibrated models. The proposed tests are of the Vuong-type (Vuong, 1989; Rivers and Vuong, 2002). In our framework, the econometrician selects values for model's parameters in order to match some characteristics of data...

How have the poorest sections of society in India responded to the rapid changes in the Indian economy over the past 30 years? We examine this question by contrasting the fortunes of the historically disadvantaged scheduled castes and tribes (SC/ST) in India with the rest of the workforce in...

Extending the L1-IV approach proposed by Sakata (1997, 2007), we develop a new method, named the $rho_{tau}$-IV estimation, to estimate structural equations based on the conditional quantile restriction imposed on the error terms. We study the asymptotic behavior of the proposed estimator and...

Abstract This paper reports the results of a Monte Carlo simulation study, which accompanies Marmer, Feir, and Lemieux, "Weak Identification in Fuzzy Regression Discontinuity Designs".

Abstract Suppose that the econometrician is interested in comparing two misspecified moment restriction models, where the comparison is performed in terms of some chosen measure of fit. This paper is concerned with describing an optimal test of the Vuong (1989) and Rivers and Vuong (2002) type...