Indirect inference and variance reduction using control variates

MaRDI QIDQ1606003zbMATH OpenFDO

Authors Giorgio Calzolari, Francesca Di Iorio, Gabriele Fiorentini

Publication date 29 July 2002

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

control variates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(6)

• Discontinuities in indirect estimation: an application to EAR models
• Indirect inference for time series using the empirical characteristic function and control variates
• Efficient simulation-based minimum distance estimation and indirect inference
• Estimating binary multilevel models through indirect inference.
• Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning
• Control Variates to Estimate the Reduced Form Variance in Econometric Models

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