Econometrics exams and round numbers: Use or misuse of indirect estimation methods?

DOI10.1080/03610918.2017.1348514OpenAlexW2731514531MaRDI QIDQ5086127

Giorgio Calzolari

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1348514

zbMATH Keywords

calibration procedureindirect estimationeconometrics and statistics examsround number estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cites Work

• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
• Indirect estimation of \(\alpha \)-stable stochastic volatility models
• On the efficient computation of the nonlinear full-information maximum- likelihood estimator
• Estimating binary multilevel models through indirect inference.
• Generalized autoregressive conditional heteroscedasticity
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Robust Indirect Inference
• Control variates for variance reduction in indirect inference: Interest rate models in continuous time
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