A test for the distributional comparison of simulated and historical data

DOI10.1016/j.econlet.2004.04.005zbMath1255.62345OpenAlexW2152529127MaRDI QIDQ1927606

Valentina Corradi, Norman R. Swanson

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.04.005

zbMATH Keywords

simulationselectionjoint distributionmode

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
• A Conditional Kolmogorov Test
• A Reality Check for Data Snooping
• Maximum Likelihood Estimation of Misspecified Models