Simulation-based Inference in Econometrics
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Publication:5890180
DOI10.1017/CBO9780511751981zbMath0959.00008MaRDI QIDQ5890180
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Publication date: 4 March 2001
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)
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Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* ⋮ Estimation of ergodic agent-based models by simulated minimum distance ⋮ The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation ⋮ Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations ⋮ Robust estimation of stationary continuous‐time arma models via indirect inference ⋮ Bayesian econometrics and forecasting. (With comments)
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