Blar i Handelshøyskolen BI på tidsskrift "Quantitative Economics"
Viser treff 1-1 av 1
-
Dealing with misspecification in structural macroeconometric models
(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 ...