Issue of the Annals of Econometrics on Indirect estimation methods in finance and economics
DOI10.1016/J.JECONOM.2018.03.002zbMath1390.00152OpenAlexW2790663752MaRDI QIDQ1754506
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Publication date: 31 May 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://discovery.ucl.ac.uk/id/eprint/10059813/
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Cites Work
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Simulation estimation of time-series models
- Simulated minimum distance estimation of dynamic models with errors-in-variables
- Simulated Moments Estimation of Markov Models of Asset Prices
- Pseudo Maximum Likelihood Methods: Theory
- Maximum Likelihood Estimation of Misspecified Models
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