| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP9058 |
| DP9058 Testing macroeconomic models by indirect inference on unfiltered data | |
| Patrick Minford; Michael R. Wickens; David Meenagh | |
| 发表日期 | 2012-07-15 |
| 出版年 | 2012 |
| 语种 | 英语 |
| 摘要 | We extend the method of indirect inference testing to data that is not filtered and so may be non-stationary. We apply the method to an open economy real businss cycle model on UK data. We review the method using a Monte Carlo experiment and find that it performs accurately and has good power. |
| 主题 | International Macroeconomics |
| 关键词 | Bootstrap Dsge indirect inference Monte carlo Vecm |
| URL | https://cepr.org/publications/dp9058 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/537892 |
| 推荐引用方式 GB/T 7714 | Patrick Minford,Michael R. Wickens,David Meenagh. DP9058 Testing macroeconomic models by indirect inference on unfiltered data. 2012. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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