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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"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.
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"The large sample behaviour of the generalized method of moments estimator in misspecified models,"
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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.
- Kenneth D. West & Michael W. McCracken, 1998.
"Regression-Based Tests of Predictive Ability,"
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0226, National Bureau of Economic Research, Inc.
- Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March.
- Russell Davidson & James G. MacKinnon, 1980.
"Several Tests for Model Specification in the Presence of Alternative Hypotheses,"
378, Queen's University, Department of Economics.
- 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.
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