Penalized indirect inference
type: Item
instance of: scholarly article
title: Penalized indirect inference
zbMATH Open document ID: 1452.62885
author: Francisco Blasques
author: Artem Duplinskiy
published in: Journal of Econometrics
publication date: 2018-05-31T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 91B51
zbMATH DE Number: 6877072
zbMATH Keywords: penalized estimation
zbMATH Keywords: indirect inference
zbMATH Keywords: simulation-based methods
zbMATH Keywords: DSGE
MaRDI profile type: Publication
OpenAlex ID: W290671584
cites work: Bayesian Analysis of DSGE Models
cites work: A linear algebraic procedure for solving linear perfect foresight models
cites work: A cross-validatory method for dependent data
cites work: Constrained Indirect Estimation
cites work: An MCMC approach to classical estimation.
cites work: Estimating and testing rational expectations models when the trend specification is uncertain.
cites work: Penalized maximum likelihood and semiparametric second-order efficiency
cites work: Q3432121
cites work: Q4802629
cites work: Indirect inference and calibration of dynamic stochastic general equilibrium models
cites work: Simulated Moments Estimation of Markov Models of Asset Prices
cites work: Dynamic General Equilibrium Modelling
cites work: Q5613647
cites work: Simulation estimation of time-series models
cites work: ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
cites work: GMM estimation of the new Phillips curve.
cites work: Parametric Empirical Bayes Inference: Theory and Applications
cites work: Methods to estimate dynamic stochastic general equilibrium models
cites work: Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
cites work: GMM with Weak Identification
cites work: Asymptotic Inference for Mixture Models by Using Data-Dependent Priors
cites work: Nonlinear Regression on Cross-Section Data
cites work: Q4869532
cites work: The Adaptive Lasso and Its Oracle Properties
DOI: 10.1016/J.JECONOM.2018.03.004
description: scientific article; zbMATH DE number 6877072