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Comparing different data descriptors in Indirect Inference tests on DSGE models
Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng - In: Economics letters 145 (2016), pp. 157-161
Persistent link: https://www.econbiz.de/10011618365
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Chapter 71 Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and t...
Heckman, James J.; Vytlacil, Edward J. - In: Handbook of econometrics : volume 6B, (pp. 4875-5143). 2007
This chapter uses the marginal treatment effect (MTE) to unify and organize the econometric literature on the evaluation of social programs. The marginal treatment effect is a choice-theoretic parameter that can be interpreted as a willingness to pay parameter for persons at a margin of...
Persistent link: https://www.econbiz.de/10014024944
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What causes banking crises? : an emprical investigation for the world economy
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2013
Persistent link: https://www.econbiz.de/10009734271
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What causes banking crises? : an empirical investigation
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick - 2012
Persistent link: https://www.econbiz.de/10009581814
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Testing DSGE models by indirect inference and other methods : some Monte Carlo experiments
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2012
Persistent link: https://www.econbiz.de/10009581818
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Testing macro models by indirect inference : a survey for users
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - In: Open economies review 27 (2016) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10011591688
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Testing DSGE models by indirect inference : a survey of recent findings
Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - In: Open economies review 30 (2019) 3, pp. 593-620
Persistent link: https://www.econbiz.de/10012154076
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Testing part of a DSGE model by indirect inference
Minford, Patrick; Wickens, Michael R.; Xu, Yongdeng - 2017
Persistent link: https://www.econbiz.de/10011619176
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Testing macroeconomic models by indirect inference on unfiltered data
Meenagh, David; Minford, Patrick; Wickens, Michael R. - 2012
Persistent link: https://www.econbiz.de/10009581809
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A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti; Kim, Nam Hyun; Saart, Patrick W. - In: Journal of econometrics 189 (2015) 2, pp. 346-359
Persistent link: https://www.econbiz.de/10011504553