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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- Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2012.
"Comparison of misspecified calibrated models: The minimum distance approach,"
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Elsevier, vol. 169(1), pages 131-138.
- 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.
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- Alastair R. Hall & Atsushi Inoue, 2005.
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- 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.
- Douglas Rivers & Quang Vuong, 2002. "Model selection tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 1-39, June.
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