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DP14415 Hypothesis tests with a repeatedly singular information matrix 智库出版物
2020
作者:  Dante Amengual;  Xinyue Bei;  ENRIQUE SENTANA
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Generalized extremum tests  Higher-order identifiability  Likelihood ratio test  Non-gaussian copulas  Predictive regressions  Skew normal distributions  
DP11817 What is the truth about DSGE models? Testing by indirect inference 智库出版物
2017
作者:  Patrick Minford;  David Meenagh;  Michael R. Wickens
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Pseudo-true inference  Dsge models  Wald tests  indirect inference  Likelihood ratio tests  Robustness  
DP10766 Testing macro models by indirect inference: a survey for users 智库出版物
2015
作者:  Patrick Minford;  Michael R. Wickens;  David Meenagh;  Vo Phuong Mai Le
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bootstrap  Dsge  New keynesian  New classical  indirect inference  Wald statistic  Likelihood ratio  
DP10765 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 智库出版物
2015
作者:  Patrick Minford;  Michael R. Wickens;  David Meenagh
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Dsge model  Error processes  indirect inference  Likelihood ratio  Structural parameters  
DP10657 Prices and Heterogeneous Search Costs 智库出版物
2015
作者:  José-Luis Moraga-González;  Matthijs Wildenbeest;  Zsolt Sándor
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Differentiated products  Monotone likelihood ratio  Search cost heterogeneity  Sequential search  
DP10466 Deliberating Collective Decisions 智库出版物
2015
作者:  Alessandro Lizzeri;  Leeat Yariv;  Jimmy Chan;  Wing Suen
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Collec- tive learning  Optimal stopping  Sequential likelihood ratio test  Swing voters  
DP10382 Small sample performance of indirect inference on DSGE models 智库出版物
2015
作者:  Patrick Minford;  Michael R. Wickens;  David Meenagh;  Vo Phuong Mai Le
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bootstrap  Dsge  indirect inference  Likelihood ratio  New classical  New keynesian  Wald statistic  
DP9056 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments 智库出版物
2012
作者:  Patrick Minford;  Michael R. Wickens;  David Meenagh;  Vo Phuong Mai Le
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Bootstrap  Dsge  Dsge-var weight  indirect inference  Likelihood ratio  New classical  New keynesian  Wald statistic  
DP7478 The Political Economy of Ethnolinguistic Cleavages 智库出版物
2009
作者:  Romain Wacziarg;  Klaus Desmet;  Ignacio Ortuño-Ortin
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayes factor  Bayesian estimation  Confidence set  Dsge models  Identification  Inference  Likelihood ratio  
The likelihood-ratio test for simple tree order: A useful asymptotic expansion. 智库出版物
1998
作者:  Pflug GC;  Futschik A
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Likelihood ratio test  Asymptotics for increasing dimension of parameter space  Projection estimates  Simple tree order  Asymptotic quantiles