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Supplement to "Comparison of Misspecified Calibrated Models"

  • Hnatkovska, Viktoria
  • Marmer, Vadim
  • Tang, Yao

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
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Paper provided by Vancouver School of Economics in its series Microeconomics.ca working papers with number vadim_marmer-2009-58.

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Length: 20 pages
Date of creation: 31 Oct 2009
Date of revision: 03 Feb 2011
Handle: RePEc:ubc:pmicro:vadim_marmer-2009-58
Contact details of provider: Web page: http://www.economics.ubc.ca/

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  1. 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.
  2. 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.
  3. Donald W.K. Andrews, 1990. "Generic Uniform Convergence," Cowles Foundation Discussion Papers 940, Cowles Foundation for Research in Economics, Yale University.
  4. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March.
  5. West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-40, November.
  6. 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.
  7. 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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