Showing 1 - 10 of 64,779
Persistent link: https://www.econbiz.de/10000863257
Persistent link: https://www.econbiz.de/10003730903
Persistent link: https://www.econbiz.de/10003889713
Persistent link: https://www.econbiz.de/10003454912
Persistent link: https://www.econbiz.de/10003976914
Persistent link: https://www.econbiz.de/10009559445
Persistent link: https://www.econbiz.de/10009304454
Persistent link: https://www.econbiz.de/10009793111
Indirect inference testing can be carried out with a variety of auxiliary models. Asymptotically these different models make no difference. However, in small samples power can differ. We explore small sample power with three different auxiliary models: a VAR, average Impulse Response Functions...
Persistent link: https://www.econbiz.de/10011471762
Persistent link: https://www.econbiz.de/10009686765