Indirect inference based on the score

DOI10.1111/ECTJ.12028OpenAlexW3123653035MaRDI QIDQ5093242

Peter Fuleky, Eric Zivot

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.173.4052

zbMATH Keywords

indirect inferenceefficient method of momentssimulation-based estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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