A reappraisal of misspecified econometric models

Econometric Theory

Volumn 12, Issue 4, 1996, Pages 597-619

  Monfort, Alain ^a,b  

^a CREST INSEE ^*

^b Bureau 2008 TIMBRE J030   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030502804     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006952     Document Type: Article

References (8)

1. Broze, L., O. Scaillet, & J.M. Zakoian (1993) Indirect Simulation Based Inference of the Short Term Interest Rate. Discussion paper 9313, Université de Bruxelles.
2. Duffie, D. & K. Singleton (1993) Simulated moments estimation of Markov models of assets prices. Econometrica 61, 929-952.
3. Engle, R. & G. Lee (1994) Estimating Diffusion Models of Stochastic Volatility. Mimeo, University of San Diego.
4. Gallant, R. & G. Tauchen (1996) Which moments to match? Econometric Theory, forthcoming.
5. Gouriéroux, C. & A. Monfort (1993) Pseudo likelihood methods. In Handbook of Statistics, vol. 11, pp. 335-362. Amsterdam: North-Holland.
6. Gouriéroux, C. & A. Monfort (1994a). Indirect Inference for Stochastic Differential Equations. Discussion paper 9443, CREST.
7. Gouriéroux, C., A. Monfort, & A. Trognon (1985) A general approach to serial correlation. Econometric Theory 1, 315-340.
8. Koopmans, T.C. & W.C. Hood (1953) The Estimation of Simultaneous Linear Economic Relationships. Cowles Foundation Monograph 14, Yale University. (Third printing 1970, first printing 1953).