Comparing different data descriptors in indirect inference tests on DSGE models
type: Item
instance of: scholarly article
title: Comparing different data descriptors in indirect inference tests on DSGE models
zbMATH Open document ID: 1396.91417
author: Patrick Minford
author: Michael Wickens
author: Yongdeng Xu
published in: Economics Letters
publication date: 2018-09-05T00:00:00Z
full work available at URL: Power-of-alternative-IItestsC9.pdf
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6932026
zbMATH Keywords: indirect inference
zbMATH Keywords: DGSE model
zbMATH Keywords: auxiliary models
zbMATH Keywords: simulated moments method
MaRDI profile type: Publication
OpenAlex ID: W2437178432
cites work: Impulse response matching estimators for DSGE models
cites work: Testing macro models by indirect inference: a survey for users
cites work: Q5312885
cites work: The Efficient Estimation of Econometric Models with Rational Expectations
DOI: 10.1016/J.ECONLET.2016.06.016
description: scientific article; zbMATH DE number 6932026