Through the looking glass: indirect inference via simple equilibria (Q2343812): Difference between revisions

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+Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
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+Equilibrium stock return dynamics under alternative rules of learning about hidden states
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+Constrained Indirect Estimation
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+Accurate and robust tests for indirect inference
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+Indirect inference and calibration of dynamic stochastic general equilibrium models
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+Simulated Moments Estimation of Markov Models of Asset Prices
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+Estimating dynamic equilibrium models with stochastic volatility
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+Robust Indirect Inference
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+Indirect inference for dynamic panel models
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+Option prices under Bayesian learning: implied volatility dynamics and predictive densities
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+Estimating Functions in Indirect Inference
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+Learning, regime switches, and equilibrium asset pricing dynamics
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+Simulation and the Asymptotics of Optimization Estimators
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+Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
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+Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Publication:2343812