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Continuously updated indirect inference in heteroskedastic spatial models

Kyriacou, Maria; Phillips, Peter C. B.; Rossi, Francesca - 2019

Persistent link: https://www.econbiz.de/10012131981

Penalized indirect inference

Blasques, Francisco; Duplinskiy, Artem - In: Journal of econometrics 205 (2018) 1, pp. 34-54

Persistent link: https://www.econbiz.de/10012110237

Indirect Inference with endogenously missing exogenous variables

Chaudhuri, Saraswata; Frazier, David T.; Renault, Eric - In: Journal of econometrics 205 (2018) 1, pp. 55-75

Persistent link: https://www.econbiz.de/10012110238

The ABC of simulation estimation with auxiliary statistics

Forneron, Jean-Jacques; Ng, Serena - In: Journal of econometrics 205 (2018) 1, pp. 112-139

Persistent link: https://www.econbiz.de/10012110243

Estimating stable latent factor models by indirect inference

Calzolari, Giorgio; Halbleib, Roxana - In: Journal of econometrics 205 (2018) 1, pp. 280-301

Persistent link: https://www.econbiz.de/10012110265

Testing DSGE models by indirect inference : a survey of recent findings

Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - In: Open economies review 30 (2019) 3, pp. 593-620

Persistent link: https://www.econbiz.de/10012154076

Estimating macro models and the potentially misleading nature of Bayesian estimation

Meenagh, David; Minford, Patrick; Wickens, Michael R. - 2021

Persistent link: https://www.econbiz.de/10012416581

Indirect inference for locally stationary models

Frazier, David T.; Koo, Bonsoo - 2020

Persistent link: https://www.econbiz.de/10012610508

Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels

Khalaf, Lynda; Saunders, Charles J. - In: Journal of econometrics 218 (2020) 2, pp. 419-434

Persistent link: https://www.econbiz.de/10012483164

Indirect inference : which moments to match?

Frazier, David T.; Renault, Eric - In: Econometrics : open access journal 7 (2019) 1/14, pp. 1-17

The standard approach to indirect inference estimation considers that the auxiliary parameters, which carry the identifying information about the structural parameters of interest, are obtained from some recently identified vector of estimating equations. In contrast to this standard...

Persistent link: https://www.econbiz.de/10012025566