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The ‘Puzzles’ Methodology: En Route to Indirect Inference?
Le, Vo Phuong Mai; Minford, Patrick; Wickens, Michael - Centre for Dynamic Macroeconomic Analysis, University … - 2009
We review the methods used in many papers to evaluate DSGE models by comparing their simulated moments with data moments. We compare these with the method of Indirect Inference to which they are closely related. We illustrate the comparison with contrasting assessments of a two-country model in...
Persistent link: https://www.econbiz.de/10008527081
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Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, H.R.; Perron, B. - In: Journal of Econometrics 169 (2012) 1, pp. 29-33
Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in … a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and …
Persistent link: https://www.econbiz.de/10010574064