On the role of simulation in the statistical evaluation of econometric models

DOI10.1016/0304-4076(89)90033-XzbMath0668.62078OpenAlexW2044498498MaRDI QIDQ1118318

Adrian R. Pagan

Publication date: 1989

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90033-x

zbMATH Keywords

model selectionmodel evaluationestimation residualssimulation residuals

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Related Items (2)

Estimating simultaneous equations models by a simulation technique ⋮ Verification and validation of simulation models

Cites Work

• On the formulation of empirical models in dynamic econometrics
• Econometric Evaluation of Linear Macro-Economic Models
• Diagnostic tests as residual analysis
• Unnamed Item

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