Discussion paper DP10765 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results Patrick Minford Michael R. Wickens David Meenagh 16 Aug 2015 Monetary Economics and Fluctuations C12 C32 C52 E1
Discussion paper DP10766 Testing macro models by indirect inference: a survey for users Patrick Minford Michael R. Wickens David Meenagh Vo Phuong Mai Le 16 Aug 2015 Monetary Economics and Fluctuations C12 C32 C52 E1
Discussion paper DP10382 Small sample performance of indirect inference on DSGE models Patrick Minford Michael R. Wickens David Meenagh Vo Phuong Mai Le 1 Feb 2015 International Macroeconomics C12 C32 C52 E1
Discussion paper DP9056 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments Patrick Minford Michael R. Wickens David Meenagh Vo Phuong Mai Le 15 Jul 2012 International Macroeconomics C12 C32 C52 E1
Discussion paper DP7447 Frequentist Inference in Weakly Identified DSGE Models Lutz Kilian Atsushi Inoue Pablo A. Guerron-Quintana 23 Sep 2009 International Macroeconomics C32 C52 E30 E50