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Supplement to "Comparison of Misspecified Calibrated Models"

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Author Info
Hnatkovska, Viktoria
Marmer, Vadim
Tang, Yao

Additional information is available for the following registered author(s):

Abstract

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

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File URL: http://microeconomics.ca/vadim_marmer/calibr_supplement_2.pdf
File Format: application/pdf
File Function: Main Text
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Publisher Info
Paper provided by Microeconomics.ca Website in its series Micro Theory Working Papers with number vadim_marmer-2009-58.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 20 pages
Date of creation: 31 Oct 2009
Date of revision: 02 Nov 2009
Handle: RePEc:ubc:pmicro:vadim_marmer-2009-58

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For technical questions regarding this item, or to correct its listing, contact: (Michael Peters).

Related research
Keywords: misspeciÂ…ed models; calibration; minimum distance estimation;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008. "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach," Micro Theory Working Papers vadim_marmer-2008-14, Microeconomics.ca Website, revised 02 Nov 2009. [Downloadable!]
  2. Smith, Richard J, 1992. "Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments," Econometrica, Econometric Society, vol. 60(4), pages 973-80, July. [Downloadable!] (restricted)
  3. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March. [Downloadable!] (restricted)
  4. Douglas Rivers & Quang Vuong, 2002. "Model selection tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 1-39, June. [Downloadable!] (restricted)
  5. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-93, May. [Downloadable!] (restricted)
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  6. Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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