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Innovations in statistical methodology is often accompanied by Monte-Carlo studies. In the context of survey statistics two types of inferences have to be considered. First, the classical randomization methods used for developments in statistical modelling. Second, survey data is typically...
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This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally equivalent under the imposed restrictions. Although the...
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We propose a new type of test. Its aim is to test subsets of the structural equations of a DSGE model. The test draws on the statistical inference for limited information models and the use of indirect inference to test DSGE models. Using Monte Carlo experiments on two subsets of equations of...
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