robustness/accuracy check
Posted:
Wed Jan 27, 2010 4:12 pmby umut
Hi,
In Dynare, are we able to check the accuracy of the generated data to solve of the model?
Many thanks.
Re: robustness/accuracy check
Posted:
Thu Feb 04, 2010 10:59 amby SébastienVillemot
Sorry but I am not sure to understand your question.
Do you mean checking the accuracy of the first or second order solution of the model? If you mean that, the answer is no. But is easy to implement by yourself some classical tests (Euler equation errors or Den Haan-Marcett statistics) on simulated data.