discuss representation, parameter estimation, diagnostics and inference. We show that this bivariate nonlinear model is very …

, a rank ordering may produce misleading inference, because the inequality measures themselves are statistical estimators …

This paper considers inference and model diagnostics for log-linearized DSGE models allow- ing an unknown subset of … inference, we first characterize weak identi?cation from a frequency domain perspective and propose a score test for the … surfaces as (imperfectly) multicollinear regressors. Then, we prove that asymptotically valid inference can be carried out by …

We analyse statistical inference for top income shares in finite samples. The asymptotic inference performs poorly even …

in selecting p and q and (ii) of the AIC, the SIC and the multimodel-inference approach of Burnham and Anderson (2002) in … high-order models. Second, the SIC still dominates both the AIC and the MMI-approach for inference. Third, set-up snooping …