Approximation Properties of Laplace-Type Estimators

DOI10.1108/S0731-9053(2012)0000028010zbMath1453.62487OpenAlexW331384706MaRDI QIDQ5133566

Anna Kormilitsina, Denis Nekipelov

Publication date: 10 November 2020

Published in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000028010

zbMATH Keywords

simulation-based estimationextremum estimationLaplace-type estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistics of extreme values; tail inference (62G32)

Related Items (1)

The ABC of simulation estimation with auxiliary statistics

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