Simulation‐based tests of forward‐looking models under VAR learning dynamics
L Fanelli, G Palomba - Journal of Applied Econometrics, 2011 - Wiley Online Library
… We argue that simulation-based inference, as discussed in Section 3, can be used to overcome the poor finite sample performance of the LR tests based on asymptotic critical values. …
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… We argue that simulation-based inference, as discussed in Section 3, can be used to overcome the poor finite sample performance of the LR tests based on asymptotic critical values. …