Yongquan Cao

Indiana University

100 South Woodlawn

Bloomington, IN 47405

United States

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Scholarly Papers (1)

1.

A Practical Approach to Testing Calibration Strategies

CAEPR Working Paper 2016-004
Number of pages: 20 Posted: 27 Sep 2016 Last Revised: 04 Jan 2018
Yongquan Cao and Grey Gordon
Indiana University and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 48 (434,254)

Abstract:

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Calibration, GMM, Indirect Inference, Existence, Misspeciļ¬cation, Outlier Detection, Data Mining