Tamegawa, Kenichi - In: Journal of statistical and econometric methods 1 (2012) 2, pp. 65-70
In this paper, we introduce the procedure of a specification test for linear dynamic stochastic general equilibrium (DSGE) models. Given a parameterized DSGE model, we can empirically find omitted variables and check whether the model's structure is correct. -- DSGE model ; specification test
