Penalized indirect inference
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Publication:1754510
DOI10.1016/j.jeconom.2018.03.004zbMath1452.62885OpenAlexW290671584MaRDI QIDQ1754510
Francisco Blasques, Artem Duplinskiy
Publication date: 31 May 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/b45d547c-87ea-4c15-8340-77322d179ad6
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10) Dynamic stochastic general equilibrium theory (91B51)
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