Penalized indirect inference

DOI10.1016/J.JECONOM.2018.03.004MaRDI QIDQ1754510zbMATH OpenOpenAlexFDO

Authors Francisco Blasques, Artem Duplinskiy

Publication date 31 May 2018

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://research.vu.nl/en/publications/b45d547c-87ea-4c15-8340-77322d179ad6

zbMATH Keywords

indirect inferencepenalized estimationDSGEsimulation-based methods

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51)

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Cited in

(3)

• Through the looking glass: indirect inference via simple equilibria
• A dynamic network model of the unsecured interbank lending market
• Indirect inference with(out) constraints

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