Blar i Publikasjoner fra CRIStin - BI på forfatter "Matthes, Christian"
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Dealing with misspecification in structural macroeconometric models
Canova, Fabio; Matthes, Christian (Journal article; Peer reviewed, 2021)We consider a set of potentially misspecified structural models, geometrically combine their likelihood functions, and estimate the parameters using composite methods. In a Monte Carlo study, composite estimators dominate ...