Add to ORKGThis paper contains supplemental material to Hnatkovska, Marmer, and Tang (2009) "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach".misspecified models; calibration; minimum distance estimation
Standard tests and confidence sets in the moment inequality literature are not robust to model misspe...
We study a Bayesian model where we have made specific requests about the parameter values to be esti...
Abstract: Forecast evaluation often compares a parsimonious null model to a larger model that nests ...
This paper proposes several testing procedures for comparison of misspecified calibrated models. The...
This paper proposes several testing procedures for comparison of misspec-i ed calibrated models. The...
This paper is concerned with possible model misspecification in moment inequality models. Two issues...
Forecast evaluation often compares a parsimonious null model to a larger model that nests the null m...
It is well known that most of the standard specification tests are not robust when the alternative i...
This paper proposes a new test that is consistent, achieves correct asymptotic size and is locally m...
We propose a framework for estimation and inference when the model may be misspecified. We rely on a...
I propose a new theoretical framework to assess the approximate validity of overidentifying moment r...
In reading the two articles written by Hjort and Claeskens, readers will � nd several important and ...
We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simu...
Forecast evaluation often compares a parsimonious null model to a larger model that nests the null m...
We study a special class of misspecified generalized linear models, where the true model is a mixed ...
Standard tests and confidence sets in the moment inequality literature are not robust to model misspe...
We study a Bayesian model where we have made specific requests about the parameter values to be esti...
Abstract: Forecast evaluation often compares a parsimonious null model to a larger model that nests ...
This paper proposes several testing procedures for comparison of misspecified calibrated models. The...
This paper proposes several testing procedures for comparison of misspec-i ed calibrated models. The...
This paper is concerned with possible model misspecification in moment inequality models. Two issues...
Forecast evaluation often compares a parsimonious null model to a larger model that nests the null m...
It is well known that most of the standard specification tests are not robust when the alternative i...
This paper proposes a new test that is consistent, achieves correct asymptotic size and is locally m...
We propose a framework for estimation and inference when the model may be misspecified. We rely on a...
I propose a new theoretical framework to assess the approximate validity of overidentifying moment r...
In reading the two articles written by Hjort and Claeskens, readers will � nd several important and ...
We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simu...
Forecast evaluation often compares a parsimonious null model to a larger model that nests the null m...
We study a special class of misspecified generalized linear models, where the true model is a mixed ...
Standard tests and confidence sets in the moment inequality literature are not robust to model misspe...
We study a Bayesian model where we have made specific requests about the parameter values to be esti...
Abstract: Forecast evaluation often compares a parsimonious null model to a larger model that nests ...