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Yongdeng Xu

Cardiff University - Cardiff Business School - Economics Section

Cardiff CF10 3EU

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

262

TOTAL CITATIONS

8

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 245 (311,323)
Citation 2

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ACD model, lognormal distribution, hazard function, point process

2.

Comparing Different Data Descriptors in Indirect Inference Tests on DSGE Models

CEPR Discussion Paper No. DP11816
Number of pages: 14 Posted: 14 May 2021
Cardiff University Business School, University of YorkCardiff Business School and Cardiff University - Cardiff Business School - Economics Section
Downloads 5 (1,571,455)
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3.

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 YorkCardiff Business School and Cardiff University - Cardiff Business School - Economics Section
Downloads 4 (1,575,921)
Citation 6
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bootstrap, DSGE, indirect inference, likelihood ratio, New Classical, New Keynesian, Wald Statistic

4.

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
Downloads 3 (1,579,934)
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Bootstrap, classical trade model, gravity model, indirect inference, UK trade

5.

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
Downloads 3 (1,579,934)
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DSGE, forecast performance, indirect inference, out of sample forecasts, specification tests, VAR

6.

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 YorkCardiff Business School and Cardiff University - Cardiff Business School - Economics Section
Downloads 2 (1,584,314)
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DSGE model, error processes, indirect inference, likelihood ratio, structural parameters