Calibration as estimation
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Recommendations
- scientific article; zbMATH DE number 1943905
- Generalized method of moments and inverse control
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Cites work
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- A time series analysis of representative agent models of consumption and leisure choice under uncertainty
- Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
- scientific article; zbMATH DE number 3703820 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Inference in Nonlinear Econometric Models with Structural Change
- Large Sample Properties of Generalized Method of Moments Estimators
- Persistence in a chain of multiple events when there is simple dependence
- Statistical Inference about Markov Chains
- Time to Build and Aggregate Fluctuations
- Time to Build and Aggregate Fluctuations: Some New Evidence
- Two Stage and Related Estimators and Their Applications
Cited in
(18)- Neoclassical econometries: The kernel
- What to expect when you're calibrating: measuring the effect of calibration on the estimation of macroeconomic models
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
- Unit root econometrics and economic nonlinearities
- Method-of-moments estimation and choice of instruments: numerical computations
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Seeking ergodicity in dynamic economies
- Economic Growth and Revealed Social Preference
- Calibration of macroeconomic models with incomplete data—A systems approach
- A Comparison of Uncertainty Criteria for Calibration
- scientific article; zbMATH DE number 1943905 (Why is no real title available?)
- A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data
- Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
- Calibration of Probability Density Function
- Dealing with misspecification in structural macroeconometric models
- A statistical method for tuning a computer code to a data base.
- Generalized method of moments and inverse control
- Consistent high-frequency calibration
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