Supplement to "Comparison of Misspecified Calibrated Models"
This paper contains supplemental material to Hnatkovska, Marmer, and Tang (2009) "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach".
|Date of creation:||31 Oct 2009|
|Date of revision:||03 Feb 2011|
|Contact details of provider:|| Web page: http://www.economics.ubc.ca/|
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- Douglas Rivers & Quang Vuong, 2002. "Model selection tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 1-39, June.
- Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008.
"Comparison of Misspecified Calibrated Models: The Minimum Distance Approach,"
Microeconomics.ca working papers
vadim_marmer-2008-14, Vancouver School of Economics, revised 28 Sep 2011.
- Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2012. "Comparison of misspecified calibrated models: The minimum distance approach," Journal of Econometrics, Elsevier, vol. 169(1), pages 131-138.
- Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March.
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0226, National Bureau of Economic Research, Inc.
- 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.
- Hall, Alastair R. & Inoue, Atsushi, 2003.
"The large sample behaviour of the generalized method of moments estimator in misspecified models,"
Journal of Econometrics,
Elsevier, vol. 114(2), pages 361-394, June.
- Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, EconWPA.
- Andrews, Donald W.K., 1992.
"Generic Uniform Convergence,"
Cambridge University Press, vol. 8(02), pages 241-257, June.
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