Yongdeng Xu

Cardiff University - Cardiff Business School - Economics Section

Cardiff CF10 3EU

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

114

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

The Lognormal Autoregressive Conditional Duration (LNACD) Model and a Comparison with an Alternative ACD Models

Number of pages: 28 Posted: 21 Jan 2014
Yongdeng Xu
Cardiff University - Cardiff Business School - Economics Section
Downloads 114 (259,299)
Citation 2

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ACD model, lognormal distribution, hazard function, point process

2.

Testing Part of a DSGE Model by Indirect Inference

Oxford Bulletin of Economics and Statistics, Vol. 81, Issue 1, pp. 178-194, 2019
Number of pages: 17 Posted: 11 Jan 2019
Patrick Minford, Michael Wickens and Yongdeng Xu
Cardiff University Business School, University of York and Cardiff University - Cardiff Business School - Economics Section
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3.

Classical or Gravity? Which Trade Model Best Matches the UK Facts?

CEPR Discussion Paper No. DP12521
Number of pages: 39 Posted: 02 Jan 2018
Patrick Minford and Yongdeng Xu
Cardiff University Business School and Cardiff University - Cardiff Business School - Economics Section
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Bootstrap, classical trade model, gravity model, indirect inference, UK trade

4.

Comparing Indirect Inference and Likelihood Testing: Asymptotic and Small Sample Results

CEPR Discussion Paper No. DP10765
Number of pages: 20 Posted: 18 Aug 2015
Cardiff University Business School, Cardiff University Business School, University of York and Cardiff University - Cardiff Business School - Economics Section
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DSGE model, error processes, indirect inference, likelihood ratio, structural parameters

5.

Testing Macro Models by Indirect Inference: A Survey for Users

CEPR Discussion Paper No. DP10766
Number of pages: 31 Posted: 18 Aug 2015
Cardiff University - Cardiff Business School, Cardiff University Business School, Cardiff University Business School, University of York and Cardiff University - Cardiff Business School - Economics Section
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Citation 1
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bootstrap, DSGE, indirect inference, likelihood ratio, New Classical, New Keynesian, Wald Statistic

6.

How Good are Out of Sample Forecasting Tests on DSGE Models?

CEPR Discussion Paper No. DP10239
Number of pages: 25 Posted: 10 Nov 2014
Patrick Minford, Yongdeng Xu and Peng Zhou
Cardiff University Business School, Cardiff University - Cardiff Business School - Economics Section and Cardiff University - Cardiff Business School
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DSGE, forecast performance, indirect inference, out of sample forecasts, specification tests, VAR