A Practical Approach to Testing Calibration Strategies
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- Yongquan Cao & Grey Gordon, 2019. "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
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More about this item
Keywords
Calibration; GMM; Indirect Inference; Existence; Misspecification; Outlier Detection; Data Mining;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-10-02 (Econometrics)
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